Explain the term PGARCH as of the GARCHs family
Explain the term PGARCH as of the GARCH’s family.
Expert
PGARCH: It is power GARCH. In this model the variance is raised to a power but zero (logarithm), one (AGARCH) or two. Such model can have the long memory; slow decay of volatility appears in practice.
What is Knight in finance theory?
What is Meant by ‘Complete’ and ‘Incomplete’ Markets?
How does the theory of comparative advantage associate to the currency swap market?Name recognition is very important in the international bond market. Without it, even a creditworthy corporation will determine itself paying higher interest rat
Explain financial markets and why do they exist?
Who gave the pricing of options to the simulation of random asset paths?
State the term Option Adjusted Spread? Answer: The OAS stands for Option Adjusted Spread is the constant spread added to a forward or a yield curve to match the mark
Who introduced the concept of company’s debt associated to the strike price and the maturity of the debt?
At the beginning of the year of 1996, the yearly interest rate was 6 percent in the United States and 2.8 percent in Japan. At the time the exchange rate was 95 yen per dollar. Mr. Jorus, the manager of a Bermuda-based hedge fund, thought that the substantial
Explain all facts regarding the Black–Scholes equation.
What is the Black–Scholes Equation?
18,76,764
1950125 Asked
3,689
Active Tutors
1417603
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!