Illustrates an example of Poisson Process
Illustrates an example of Poisson Process?
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The Poisson process is utilized to model radioactive decay. In finance this can be utilized to model bankruptcy or default, or to model jumps within stock prices.
Determine the efficiency of Monte Carlo method.
Under what circumstances will warrant’s value be high? Explain.
You are required to submit a bid to supply 200,000,000 widgets per year to the State of Illinois for the next five years. Your company has an idle tract of real estate that cost $1,500,000 ten years ago; if your company sold the land today, it would generate $3,000,000 after the taxes were paid. The
Why is dispersion trading become unsuccessful?
Explain the modern methodology for calculating tail risk by using Extreme Value Theory.
What are the important observations about hedging error?
Which is the deciding factor for rejecting or accepting proposed projects while using internal rate of return?
Explain the term TGARCH as of the GARCH’s family. Answer: TGARCH: It is threshold GARCH. This is the same
How is quantity of model risk dependency on vega hedge?
How is Sharpe ratio making sense when Central Limit Theorem is valid?
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