Explain number of dimensions in Monte Carlo method
Explain number of dimensions in Monte Carlo method.
Expert
Number of dimensions: For each random factor you will have to simulate a time series. It will obviously take longer to do this, but the time will only be proportional to number of factors, which isn’t so bad. It makes Monte Carlo methods perfect for higher dimensions when the finite-difference methods begin to crawl.
Describe difference between international financial management and domestic financial management?
Explain the term copula in current financial crisis.
The discussion of zero-coupon bonds in the text gave an instance of two zero-coupon bonds issued through Commerzbank. The DM300, 000,000 issues due in the year of 1995 sold at 50 percent of face value and the DM300, 000,000 due in the year of 2000 sold a
Who explained SABR model?
What are different volatilities in vanilla equity option?
Give any benefits you can think of for any company to source new equity capital from foreign investors in addition to domestic investors. An enhancement in demand will normally increase the stock price and develop
The March 2000 Mexican peso futures contract contains a price of $0.11695. You believe the spot price will be $0.09550 in March. What speculative location would you enter into to try to profit from your beliefs? Compute your anticipated profits supposing yo
Suppose current settlement price on a CME DM futures contract is $0.6080/DM. You contain a long position in futures contract. Presently your margin account contain a balance of $1,700. The next three days' settlement prices are $0.6066, $0.6073, & $0.598
What is Attribution?
What is Static Hedging?
18,76,764
1934264 Asked
3,689
Active Tutors
1421745
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!