What is deterministic spot rate function
What is deterministic spot rate function?
Expert
In actuality, we have many bonds of various maturity, some without any coupons but most along with, and also very liquid swaps of different maturities. All such instruments are a constraint at the r(t) function. Bootstrapping is backing out a deterministic spot rate function, r(t), also termed as the (instantaneous) forward rate curve which is consistent along with all of these liquid instruments.
Explain the requirement interest-rate model.
Explain the advantages and limitations of the internal rate of return method?
What is an option price?
What is Generalized Auto Regressive Conditional Heteroscedasticity?
What are the ways to build-up the volatility effect in an option-pricing?
What are some of the primary advantages and the risks when a corporation has operations in countries other than its home country?
What is the Volatility Smile?
Where is Crash Metrics Used?
What is the reason that financial managers calculate the marginal tax rate?
Illustrates an example an arbitrage opportunity?
18,76,764
1958157 Asked
3,689
Active Tutors
1432434
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!