Why is dispersion trading become unsuccessful
Why is dispersion trading become unsuccessful?
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• This is too detailed a strategy to cope along with large numbers of contracts along with bid–offer spreads. • You must delta hedge the positions that could be costly.• You should be careful of downside throughout market crashes.
Does High operating leverage mean high business risk. Elaborate the statement.
Explain the term Linear or non-linear in finite-difference methods.
Explain the Modern portfolio theory.
When is the close relationship breaks-down in hedging reasons?
Explain the example of equilibrium model as Capital Asset Pricing Model.
What is Vega?
What is the Black–Scholes Equation?
Who proposed a scientific foundation for Brownian motion?
How must you hedge discretely?
Why is traditional, simple VaR measurement not coherent?
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