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.
What is Vega Hedging?
Explain: a pre-emptive right protect the interests of existing stockholders.
What is the meaning of “U.S. dollar weakens in the foreign exchange market”?
what are the factors resposible for the recent surge in international portfolio investment?
Explain in brief the difference between financial risk and business risk?
How approximately is future profit calculated?
Great Corporation has the following capital situation. Debt: One thousand bonds were issued five years ago at a coupon rate of 11%. They had 20-year terms and $1,000 face values. They are now selling to yield 9%. The tax rate is 37% Preferred stock: Two thousand shares of preferred are outstanding,
Explain the Jump-diffusion models in an option-pricing.
5. What are the factors responsible for the recent surge in international portfolio investment? plz explain in 20 marks
Mr. James K. Silber, an avid international investor, sold a share of Rhone-Poulenc only, a French firm, for FF42. The share was bought for FF42 year ago. The exchange rate is FF6.15 per U.S. dollar and was FF6.65 per dollar a year ago. Mr. Silber acquired FF4
18,76,764
1953064 Asked
3,689
Active Tutors
1461601
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!