Explain boundary/final conditions in Monte Carlo method
Explain boundary/final conditions in Monte Carlo method.
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Boundary/final conditions: These play a very the same role as in finite differences. The last condition is the payoff function and the boundary conditions are where we implement trigger levels and many more.
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Mr. James K. Silber, an avid international investor, only sold a share of Rhone-Poulenc, a French firm, for FF50. The share was bought for FF42 year ago. Now the exchange rate is FF5.80 per U.S. dollar and was FF6.65 per dollar a year ago. Mr. Silber attained
Define the term correct delta with an example?
Your firm have just issued five year floating-rate notes indexed to six-month U.S. dollar LIBOR plus 1/4%. Describe the amount of first coupon payment your firm will pay per U.S. $1,000 of face value, if six-month LIBOR is at present 7.2%?Solution:
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