Define stochastic differential equation with an expression
Define the stochastic differential equation with an expression?
Expert
Let us assume that we have a random variable y evolving as per to a rather general, a factor stochastic differential equation
dy = A(y, t) dt + B(y, t) dX.
There A and B are arbitrary functions both of y and t. Several common models can be written in such form, as well as the lognormal asset random walk and common spot interest rate models.
Explain degree of confidence and the relationship along with deviation.
What is Coherent Measure?
Explain the conditions for assuming a deterministic stock price path for an equity option.
Are there some legal factors that might limit a corporation in its effort to pay cash dividends to common stockholders?
Explain different forms of market efficiency.
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
Explain Poisson process in Brownian motion.
Explain valid criticisms of Value at Risk.
What is Extreme Value Theory?
Illustrates an example of Value at Risk Used?
18,76,764
1946445 Asked
3,689
Active Tutors
1424004
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!