The tool of Asymptotic analysis in Quantitative Finance
Explain the tool of Asymptotic analysis in Quantitative Finance.
Expert
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.
Explain when standard deviation is not relevant?
What are uses of Poisson Process in Finance?
Determine the efficiency of Numerical integration?
Where is Performance measures used?
what are the factors resposible for the recent surge in international portfolio investment?
venture capital valuation method a venture capitalist wants to estimate the value of a new venture. the venture is not expected to produce net income or earnings until the end of year 5 when the net income is estimated at 1,600,000.00. A publicly traded competitor or comparable firm has current ea
Should you place all your money in a stock which has low risk but also low expected return, or one along with high expected return but that is far riskier or maybe divide your money among the two?
Explain reward versus risk.
How two stocks fully correlated over short timescales?
Who introduced equity option formula for pricing interest rate options?
18,76,764
1946111 Asked
3,689
Active Tutors
1412397
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!