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.
venture capital valuation method a venture capitalist wants to estimate the value of a new venture. the venture is not expected to produce net income or earnings until the end of year 5 when the net income is estimated at 1,600,000.00. A publicly traded competitor or comparable firm has current ea
Describe the sales forecasting process.
Explain the stochastic volatility in an option-pricing.
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
In integrated world financial market, a financial crisis in a country can be quickly transmitted to other countries, causing global crisis. What sort of measures would you suggest to stop the recurrence of Asia-type crisis? Q : How is the implied volatility calculated How is the implied volatility calculated?
How is the implied volatility calculated?
How much more demand of return is appropriate for a share of common stock by risk-averse investors, when compared to a Treasury bill?
Normal 0 false false
What is the function of sinking fund in the retirement of an outstanding bond issue?
What is mathematical definition of risk in form of semi-variance?
18,76,764
1937465 Asked
3,689
Active Tutors
1436887
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!