How is Utility Function Used
How is Utility Function Used?
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This can be used to rank outcomes, to aggregate ‘happiness’ across singles and to value games of opportunity.
What are the Forward and Backward Equations?
A corporation enters in a five-year interest rate swap along with a swap bank wherein it agrees to pay the swap bank a fixed-rate of 9.75 percent annually on a notional amount of DM15,000,000 and attain LIBOR - ½ percent. As of the second reset date,
Explain the term CGARCH as of the GARCH’s family.
Give an example of Model-independent hedging.
How must you hedge discretely?
What is the Finite-Difference Method?
Define back-to-back loan. A back-to-back loan involves two parties only. One MNC borrows and re-lends directly to another.
What is Monte Carlo Simulation?
Explain an example of superhedging.
List the arguments (variables) of which a FX call or put alternative model price is a function. How does the call & put premium change w.r.t. alteration in the arguments?Both call & put options are functions of just six variables: S
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