Explain the term EGARCH as of the GARCHs family
Explain the term EGARCH as of the GARCH’s family.
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EGARCH: It is an Exponential GARCH. Such models the logarithm of the variance. The model also accommodates asymmetry in which negative shocks can have a bigger impact upon volatility than positive shocks.
Illustrates an example to explain normal distribution of random numbers?
Describe the name of volatilities.
Describe difference between international financial management and domestic financial management?
Assume you are interested in investing in the stock markets of 7 countries that means France, Canada, Japan, Germany, Switzerland, the United Kingdom, and the United States. Particularly, you would like to solve out for the optimal (tangency) portfolio compris
Stock price is $98; and European call option struck at $100 along with an expiration of nine months has a value of $9.07. There nine-month, compounded continuously, interest rate is 4.5%. So find out the value of the put option with the same strike and expirat
Explain Weak-form deficiency in Efficient Markets Hypothesis.
How are normal distributions with mean and standard deviation in a given period shown?
Illustrates an example relates with risk that defined in mathematical terms.
Who introduced equity option formula for pricing interest rate options?
Which ratios the bankers are most interested in while considering whether to grant a short-term business loan?
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