The tool of Asymptotic analysis in Quantitative Finance
Explain the tool of Asymptotic analysis in Quantitative Finance.
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Asymptotic analysis: It is an incredibly useful technique, utilized in most branches of applicable mathematics, but till recently almost unknown in finance. The idea is simple to get approximate solutions to a complicated problem through exploiting parameters or variables which are either large or small, or particular in some way. For illustration there are simple approximations for vanilla option values close to expiry.
How you got to this result? One-Month 01-06 Three-Month 17-27 Six-Month 57-72
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Mr. James K. Silber, an avid international investor, sold a share of Rhone-Poulenc only, a French firm, for FF42. The share was bought for FF42 year ago. The exchange rate is FF6.15 per U.S. dollar and was FF6.65 per dollar a year ago. Mr. Silber acquired FF4
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What is Attribution?
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