Explain Poisson process in Brownian motion
Explain Poisson process in Brownian motion.
Expert
The most significant stochastic process inside quantitative finance is Brownian motion or the Wiener process used to model continuous asset paths. The subsequent most helpful stochastic process is the Poisson process. This is used to model discontinuous jumps into an asset price or to model events like bankruptcy.
What is Crash (Platinum) hedging?
What are the characteristics of calibration?
What is Value at Risk?
Illustrates the basic operation of a currency futures market.A futures contract is an exchange-traded instrument along with standardized features demonstrating contract size & delivery date. Futures contracts are marked-to-market day by day
Explain functional form of coefficients in Monte Carlo method.
What is Coherent Measure?
Describe the present economic crisis situation in Europe.
What about exotic or over-the-counter (OTC) contracts?
Normal 0 false false
Explain distribution of quants’ salaries with a survey on a company.
18,76,764
1923223 Asked
3,689
Active Tutors
1447944
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!