What are different volatilities in vanilla equity option
What are different volatilities in vanilla equity option?
Expert
Take the easy case of a vanilla equity option bought since it is considered inexpensive. There are potentially three various volatilities as: implied volatility; hedging volatility and forecast volatility.
How we get conservative estimate of the whole risk with a coherent measure of risk?
How is a portfolio optimized for the greatest expected return in a prescribed risk level?
Describe the three career opportunities in the field of finance.
Explain the term utility function and uses.
Explain the Jump-diffusion models in an option-pricing.
9. Define: a) Conversion ratio b) Conversion value c) Straight bond value in relation to a convertible bond.
What is Information Ratio?
Explain the term CGARCH as of the GARCH’s family.
Why is Crash Metrics very robust?
Explain marked to market by using the implied volatility.
18,76,764
1934164 Asked
3,689
Active Tutors
1448207
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!