When was quantitative finance domain of economist
When was quantitative finance the domain of either economists or applied mathematicians?
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In 1979–81 Harrison, Kreps and Pliska came until onto the scene quantitative finance was the domain of either economists or applied mathematicians.
Explain an example of Margin Hedging in Metallgesellschaft and Long Term Capital Management.
Given: price of Nokia shares on the Helsinki stock exchange=12 euros, exchange rate=$1.3/euro, price of the ADR on the NYSE=$15 and each foreign share translates into 1 ADR. Show the actions you would take to make risk free arbitrage profits.
What is the Theta in option value?
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One can state that the Bretton Woods system was programmed to an eventual demise. Remark on this proposition.The answer to this question is associated to the Triffin paradox. Under gold-exchange system, the reserve-currency country must run BOP
What is marking to market straightforward?
Give an example of worst-case scenarios and uncertainty?
Does LMM stand for? Explain.
Explain the term EGARCH as of the GARCH’s family.
How much will transaction costs decrease the profit?
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