What are the Most Useful Performance Measures
What are the Most Useful Performance Measures?
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Performance measures are utilized to quantify the results of a trading strategy. They are generally adjusted for risk. The most accepted is the Sharpe ratio.
When we can use Finite difference numerical method?
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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