The tool of Green’s functions in Quantitative Finance
Explain the tool of Green’s functions in Quantitative Finance.
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Green’s functions: This is a very particular technique which only works in certain situations. The concept is that solutions to some complicated problems can be built up by solutions to special cases of a similar problem.
How can we use real probabilities for pricing derivatives?
Illustrates an example of forward equation?
Explain the formula of hedging contract.
Illustrates an example of Value at Risk Used?
Why are most futures positions closed out through a reversing trade instead of held to delivery?In forward markets, about 90 percent of all contracts that are primarily established result in the short making delivery to the long of the asset und
Describe long position in a futures (or forward) contract?A futures (or forward) contract is a vehicle for purchasing or selling a stated amount of foreign exchange at a stated price per unit at a particular time in the future. If the long hold
Illustrates the way to optimize hedge.
Illustrates an example of traditional Value at Risk by Artzner et al?
what happens to company when additional fund is not required?
Describe multinational corporations (MNCs) and economic roles do they play?A multinational corporation (MNC) can be described as a business firm incorporated in one country which has production & sales operations in several other countries.
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