What are a time series and stocks in stationary
What are a time series and stocks in stationary?
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A time series is stationary when it has finite and constant mean, autocorrelation function and standard deviation. Stocks that tend to grow are not stationary. Means, stationary series do not wander too far from their mean.
What is calibration in valuation/pricing process?
Suppose you are the swap bank in the Eli Lilly swap. Create an example of how you might lay off the swap to an opposing counterparty.The swap bank may attempt to lay off the swap on Japanese MNC which has issued yen denominated debt to finance
Give an example of Model-independent hedging.
Illustrates an example of term bootstrapping? Answer: know the market prices of bonds all along with one, two three or five years to maturity. So, you are asked to v
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
How is GARCH determined?
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What is Crash (Platinum) hedging?
What is Static Hedging?
State the term Option Adjusted Spread? Answer: The OAS stands for Option Adjusted Spread is the constant spread added to a forward or a yield curve to match the mark
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