How is marking to market straightforward
How is marking to market straightforward?
Expert
Here is no margin on long options positions since they are paid for up front, from that point the only manner is up. Marking to market of exchange-traded instruments is evidently very straightforward.
Illustrates an example of delta hedging.
Why is Crash Metrics very robust?
In May 1995, Japan Life Insurance Company invested $10,000,000 in pure-discount U.S. bonds while the exchange rate was 80 yen per dollar. The company liquidated the investment one year afterwards for $10,650,000. The exchange rate turned out 110 yen per dollar
What is interest-rate model?
Describe difference between international financial management and domestic financial management?
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Why should we assume a deterministic stock price path for an equity option? Answer: Because the forward rate curve is not uniquely determined through the finite set
What kind of insurance organisations usually takes on the greater risks: a life insurance company or casualty insurance company and a property?
What is a Coherent Risk Measure?
Explain Certainty equivalent as a function of the risk-aversion parameter.
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