Which numerical method should use for to price a European
You need to price a European, non-path-dependent contract upon a basket of equities. Which numerical method should you use?
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It may be recast as a multiple integral and therefore you would use a quadrature method.
Determine the efficiency of Monte Carlo method.
Explain different types of hedge.
Can I get the answers for straight supply?
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Illustrates an example of bid/offer on a call in put–call parity?
Explain the term TGARCH as of the GARCH’s family. Answer: TGARCH: It is threshold GARCH. This is the same
Explain normal distribution model proposed by Louis Bachelier.
Calculate a cross-rate matrix for the French franc, Japanese yen, German mark, and the British pound. Use the most current European term quotes to compute the cross-rates so that the triangular matrix result is alike to the portion above the diagonal .The cross-rate formul
What is the Capital Asset Pricing Model?
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