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.
Normal 0 false false
Give an example of different types of mathematics found in Quantitative Finance?
Researchers found that this is very hard to forecast the future exchange rates more precisely than the forward exchange rate or the current spot exchange rate. How would you interpret this?This implies that exchange markets are informationally e
What is the probability of probabilistic concepts occurrence in distribution?
What is the Theta in option value?
Define back-to-back loan. A back-to-back loan involves two parties only. One MNC borrows and re-lends directly to another.
Do option traders use the Black–Scholes formula?
how to reach tutor for financial management problems?
Illustrates an example relates with risk that defined in mathematical terms.
We attain the following data in dollar terms: The correlation
18,76,764
1924291 Asked
3,689
Active Tutors
1451113
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!