What is jump-diffusion model
What is jump-diffusion model?
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While a model has both a Wiener process dX term and a Poisson process dq term this is termed as a jump-diffusion model.
What is Gamma Hedging?
What is Sortino Ratio?
What is Margin Hedging?
Define the term pricing derivatives in Monte Carlo simulations.
If a convertible bond has a conversion ratio of 20, a coupon rate of 8 percent, a face value of $1,000 and the market price for the company’s stock is $15 per share, what is the convertible bond’s conversion value?
Illustrate how the bank can employ a position alternatively in Eurodollar futures contracts to hedge the interest rate risk formed by the maturity mismatch it has with the $3,000,000 six-month Eurodollar deposit & rollover Eurocredit position indexed to th
What is Meant by ‘Complete’ and ‘Incomplete’ Markets?
What is Speed in option value?
What are the ways to build-up the volatility effect in an option-pricing?
Discuss the fundamental motivations for a counterparty to enter in a currency swap. One fundamental reason for a counterparty to enter in a currency swap is to exploit the comparative benefit of the other in gaining debt financing at a lower int
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