Who introduced Long Term Capital Management Mess
Who introduced Long Term Capital Management Mess?
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Long Term Capital Management mess (LTCM) was introduced by Merton who had worked on credit risk two decades previously.
Explain the deterministic volatility in an option-pricing.
Illustrates an example of binomial model as complete market?
Illustrates an example of GARCH.
Explain the term copula in current financial crisis.
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What are the advantages and limitations of a new stock issue?
Explain the main motive behind the experience approach to forecasting?
Who measured risk as coherent, in finance theory?
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