Explain Girsanov’s Theorem in briefly
Explain Girsanov’s Theorem in briefly.
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First a statement of the Girsanov’s theorem. Assume that Wt be a Brownian motion with measure P and sample space ?. If γt is a pre-visible process satisfying the constraint EP
then there exists an equivalent measure Q on ? therefore
is a Brownian motion.
Does LMM stand for? 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
Suppose you are the swap bank in the Eli Lilly swap. Create an example of how you might lay off the swap to an opposing counterparty.The swap bank may attempt to lay off the swap on Japanese MNC which has issued yen denominated debt to finance
What is the Efficient Markets Hypothesis?
according to decision theory approach ,which is the core of management
What are statistical or macroeconomic factors?
Describe the concept of the world beta of a security.The world beta measures the sensitivity of returns to security to returns to the world market portfolio. This is a measure of the systematic risk of the security in global setting. Statistically, the world beta can be des
At the beginning of the year of 1996, the yearly interest rate was 6 percent in the United States and 2.8 percent in Japan. At the time the exchange rate was 95 yen per dollar. Mr. Jorus, the manager of a Bermuda-based hedge fund, thought that the substantial
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factor responsible for surging the international investment portfolio
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