How is Sortino Ratio Work
How is Sortino Ratio Work?
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This measure avoids upside ‘risk’ completely. Nevertheless, if returns are expected to be normally distributed semi-variance will be statistically noisier than the variance since fewer data points are used into its calculation.
Explain Girsanov’s Theorem in briefly.
Who introduced equity option formula for pricing interest rate options?
Is there margin option on long positions? Explain.
Who gave the pricing of options to the simulation of random asset paths?
What is mathematical definition of risk in form of semi-variance?
Explain the common pattern of cash flows from a bond with a positive coupon rate.
Explain different approaches to modelling in Quantitative Finance.
What is Static Hedging?
Illustrates a case of a static arbitrage and model-independent arbitrage?
What is the probability of probabilistic concepts occurrence in distribution?
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