When was quantitative finance domain of economist
When was quantitative finance the domain of either economists or applied mathematicians?
Expert
In 1979–81 Harrison, Kreps and Pliska came until onto the scene quantitative finance was the domain of either economists or applied mathematicians.
What are the competing effects in a dispersion trade?
Explain how and why to resolve a “ranking conflict” between the internal rate of return and the net present value.
Otobai Motor Company is currently paying a dividend of $1.40 per year. The dividends are expected to grow at a rate of 18% for the next three years and then a constant rate of 5% thereafter forever. What is the vlaue of its current stock price? Assuming that the discount rate is 10%.{Hint: pages 84-
What is calibration in valuation/pricing process?
You need to price a European, non-path-dependent contract upon a basket of equities. Which numerical method should you use?
How is the implied volatility calculated?
From books of Aggarwal Bors, following information has been extracted: Rs. Sales 2,40,000 Variable costs 1,44,000 Fixed costs 26,000 Profit before tax 70,000 Rate of tax
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Who gave the pricing of options to the simulation of random asset paths?
The riskiness of portfolios should be looked at in a different way than the riskiness of individual assets. Explain.
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