Modern approaches uses for forecast volatility and model
What are the modern approaches uses for forecast volatility and model?
Expert
Volatility is too difficult to pin down this is a natural quantity for several interesting modelling. There are some of the approaches utilized to forecast model or volatility. • Econometric models• Deterministic models• Stochastic volatility• Poisson processes• Uncertain volatility
A stock whose value is now $44.75 is growing on average by 15 percent per annum. Its volatility is 22 percent. The interest rate is 4 percent. You need to value a call option along with a strike of $45, expiring in two months’ time. So, what can you do?
how does adquate liquidity ensures a good international monetary sustem
What is dynamically hedge?
Explain the term Linear or non-linear in finite-difference methods.
Explain the requirement interest-rate model.
Illustrates an example an arbitrage opportunity?
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
Explain Adaptive Market Hypothesis of Andrew Lo.
What are the important observations about hedging error?
What is Co-integration?
18,76,764
1958004 Asked
3,689
Active Tutors
1448619
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!