What are Finite-difference methods
What are Finite-difference methods?
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Finite-difference methods are designed for determining numerical solutions of differential equations. Because we work with a mesh, same the binomial method, we will get the contract value at whole points is stock price-time space. Within quantitative finance that differential equation is roughly always of parabolic or diffusion type.
How is the implied volatility calculated?
Suppose spot Swiss franc is $0.7000 and the six-month forward rate is $0.6950. Estimate the minimum price which a six-month American call option along with a striking price of $0.6800 must sell for in a rational market? Suppose the annualized six-month Eurod
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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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