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.
What are the primary requirements for a successful JIT inventory control system?
Illustrates the Epstein–Wilmott model?
Explain Girsanov’s Theorem in briefly.
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Illustrates an example of Arbitrage?
Explain Semi-strong form efficiency in Efficient Markets Hypothesis.
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Discuss the fundamental motivations for a counterparty to enter in a currency swap. One fundamental reason for a counterparty to enter in a currency swap is to exploit the comparative benefit of the other in gaining debt financing at a lower int
Rs. Sales 2,40,000 Variable costs 1,44,000 Fixed costs 26,000 Profit before tax 70,000 Rate of tax 40% Firm is proposing to buy the new plant that could generate extra annual profit of Rs. 10,000. The fixed cost of new plant is expected to Rs. 4000. New plant would increase sales volume by Rs. 40,00
Explain normal distribution model proposed by Louis Bachelier.
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