Explain boundary/final conditions in Monte Carlo method
Explain boundary/final conditions in Monte Carlo method.
Expert
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.
How is Value of a Contract solved?
Explain identical distributions required or not in the central limit theorem.
Describe difference between the retail or client market and the wholesale or interbank market for foreign exchange?The market for foreign exchange can be distinguished as two-tier market. One tier is the wholesale or interbank market and the ot
A corporation can have too much working capital. Explain. Explain how can a firm estimate the optimal level of current assets.
If the cost benefit of interest rate swaps would probably be arbitraged away in competitive markets, what other explanations present to explain the rapid development of the interest rate swap market?All kinds of debt instruments are not always o
Illustrates an example of Greeks?
What is Rho for the foreign exchange option value?
Explain all the model and experiments of Robert Merton.
Illustrates an example an arbitrage opportunity?
What happens if the correlation coefficient for two variables is -1 or 0 or +1?
18,76,764
1942120 Asked
3,689
Active Tutors
1441040
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!