When we can use Monte Carlo numerical method
When we can use Monte Carlo numerical method?
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Monte Carlo is great for complicated path dependency and high dimensionality and for problems that cannot simply be written in differential equation form.
Does LMM stand for? Explain.
Assume that you inherited some money. A friend of yours is working as an unpaid intern at a local brokerage firm, and her boss is selling securities that call for 4 payments of $50 (1 payment at the end of each of the next 4 years) plus an extra payment of $1,000 at the end of Year 4. Your friend sa
Which factors are important when implementing a Monte Carlo Method?
Foreign Exchange (FX): It is the exchange of one currency for other or the transformation of one currency into another currency. Foreign exchange too refers to the global market where currencies are traded virtually all around-the-clock. The word fore
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
A risk-adjusted discount rate improves capital budgeting decision making compared to using a single discount rate for all projects. Explain.
What is Vega Hedging?
How is Poisson process defined?
Why is Crash Metrics good risk tool?
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