Determine the efficiency of Monte Carlo method
Determine the efficiency of Monte Carlo method.
Expert
If we want an accuracy of ε and we have d underlyings then the calculation time is
O(d ε-3).
This will take longer to price the greeks, however, on the positive side, we can price several options at the same time for approximately no extra time cost.
How was a Monte Carlo simulation in finance assured?
Explain the correlation between financial quantities.
What does a dealer do in the OTC market? Financial trades are made in an over the counter market. Explain.
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
Illustrates an example of Efficient-market hypothesis?
Why is volatility annualized standard deviation of return?
When the quantitative finance is disrepute?
Explain swap broker ? A swap broker arranges a swap among two counterparties for fee without taking a risk position within the swap.
What is bird in the hand theory of cash dividends?
Suppose a currency swap wherein two counterparties of comparable credit risk each borrow at the best rate obtainable, yet the nominal rate of one counterparty is greater than the other. After the primary principal exchange, is the counterparty i.e. required t
18,76,764
1955612 Asked
3,689
Active Tutors
1423424
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!