Who were solved out stochastic spot rate models problem
Who were solved out stochastic spot rate models problem?
Expert
In 1997 Brace, Gatarek and Musiela, the HJM interest rate model had addressed the major problem with stochastic spot rate models, but others of that ilk, it even had two major drawbacks. This needed the existence of a spot rate and this assumed a continuous distribution of forward rates.
What is the Miller and Modigliani theory of dividends?
Explain how is exposed model risk of Delta hedging is reduced by static hedging.
Define an example of a Quant and an Actuary.
Normal 0 false false
When the quantitative finance is disrepute?
Define the term Hedging using implied volatility?
Explain different forms of market efficiency.
What is Monte Carlo Simulation?
How we get conservative estimate of the whole risk with a coherent measure of risk?
What is the meaning of statement: earnings available to common stock dividends paid from the current income and common stockholders statement affect the balance sheet item retained earnings.
18,76,764
1941474 Asked
3,689
Active Tutors
1446707
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!