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).
What can a financial institution frequently do for a surplus economic unit that it would encompass difficulty doing for itself if the SEU (surplus economic unit) were to deal directly with a DEU (deficit economic unit)?
Describe the advantages & disadvantages of closed-end country funds (CECFs) relative to the American Depository Receipts (ADRs) as a means of international diversification.CECFs can be utilized to diversify into exotic markets that are other
what are the time dimensions of time income statement, the balance sheet, and the statement of cash flow?
What can a financial institution frequently do for a DEU (deficit economic unit) that it would have trouble doing for itself if the DEU were to deal directly with SEU?
Where can we get incomplete markets?
Explain maintenance of future and option margins.
How much more demand of return is appropriate for a share of common stock by risk-averse investors, when compared to a Treasury bill?
If a convertible bond has a conversion ratio of 20, a coupon rate of 8 percent, a face value of $1,000 and the market price for the company’s stock is $15 per share, what is the convertible bond’s conversion value?
How is the risk into portfolio measured in Crash Metrics?
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