Who gave equity option formula for pricing interest rate
Who introduced equity option formula for pricing interest rate options?
Expert
Several people were using equity option formula for pricing interest rate options, although a consistent framework for interest rates had not been growth. It was addressed by Vasicek in 1977.
Explain the term number of dimensions in finite-difference methods.
the division of U.S businesses into the categories on proprietorship, partnerships, and corporations is based on what?
Explain some examples of mutually exclusive projects.
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
How can the FX futures market be utilized for price discovery?To extent that FX forward prices are an unbiased predictor of future spot exchange rates, the market anticipates whether one currency will appreciate or depreciate versus another. Si
What are different volatilities in vanilla equity option?
How does marking to market affect risk management in derivatives trading?
Explain the first way of calibration if we can’t measure that parameter.
Explain in brief capital rationing? What are reasons that a firm should practice capital rationing?
Is volatility constant?
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