Explain the Jump-diffusion models in an option-pricing
Explain the Jump-diffusion models in an option-pricing.
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Jump-diffusion models permit the stock (and still the volatility) to be discontinuous. That model contains various parameters that calibration can be instantaneously further accurate (when not necessarily stable through time).
How are short or future option margins to be paid at credit risk?
While you have some random numbers for adding, get normal them then multiply them, is it important in finance?
Define one feature of co-integration for dynamic relationship?
Explain the purpose of alpha and beta in Capital Asset Pricing Model.
List the arguments (variables) of which a FX call or put alternative model price is a function. How does the call & put premium change w.r.t. alteration in the arguments?Both call & put options are functions of just six variables: S
You need to price a European, non-path-dependent contract upon a basket of equities. Which numerical method should you use?
Explain the Discrete/Continuous modelling approach in Quantitative Finance.
Explain another way of interpreting put–call parity.
What is Information Ratio?
Explain the programme of study of Monte Carlo method.
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