Advanced probability theory and option prices theory
Explain relationship between advanced probability theory and option prices theory.
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Mike Harrison and David Kreps, in 1979, demonstrated the relationship between advanced probability theory and option prices, originally in discrete time.
Explain the stochastic volatility in an option-pricing.
Like an investor, what factors would you regard as before investing in the emerging stock market of a developing country? In emerging market stocks an investor needs to be concerned with the depth of the market and
What is a Poisson Process?
Explain technical terms in Girsanov’s Theorem.
Give an example of different types of mathematics found in Quantitative Finance?
Letters of Credit: It is a binding document which a buyer can request from his bank in order to pledge that the payment for goods will be moved to the seller. Principally, a letter of credit provides the seller reassurance that he will obtain the paym
Describe triangular arbitrage? What is a condition which will give increase to a triangular arbitrage opportunity?Triangular arbitrage is the procedure of trading out of the U.S. dollar in a second currency, then trading it for a third currency
Explain the term Boundary/final conditions in finite-difference methods.
State the term Calibration in financial model?
What volatility should be used for each option series hence the theoretical Black–Scholes price and the market price are similar?
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