If the option has n look-at dates how many pseudo-random
Suppose we wish to price an Asian option by Monte Carlo using a jump-diffusion model with log-normal jumps. If the option has N look-at dates, how many (pseudo-)random numbers will be needed per path? What if the jumps are not log-normal?
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a gilt and a corporate bond have the same principal and the same coupons and coupon dates how will their prices
show that if spot and volatility are uncorrelated then the risk-neutral density of spot can be written as an integral
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a pharmacy claims that the average medication costs 32 but it could differ as much as 8 write and solve an absolute
suppose we wish to price an asian option by monte carlo using a jump-diffusion model with log-normal jumps if the
suppose a stock follows a process in the risk-neutral world which involves time-dependent parameters for the pricing of
problem oneabsorption and variable costing cvp analysishawkesbury company began operations on january 1 to produce a
every three months an inverse floater pays max 2l - k 0tau - l tau where l is the three-month libor rate for the
three problem-solving questions that require written answersassignment questionsquestion 1part a nbspthe table sets out
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