In Time series practical class 2 when sir was explaining PACF , he said that the formula of PACF is very complex and he told an easy way to find PACF via seeing the regression coefficient of the data….but I ...
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Paula Sigel is the head of the interest rate futures unit of Thomson Investment Company. Thomson has traditionally only invested in equities and currencies, but it has recently set up a new division that only focuses on the investments in ...
I am not able to understand why we are using N(d1) and dividend yield in pricing asset or nothing binary call option and not N(d2) and interest rate.
Can you please solve q15 the answer is D= -0.0833
Q9 plz ans Sir can this type of questions can come in exam , but formula for exchange option was not taught . Q Identification Tag: Let c(S, K, s, q, r, T) denote the standard Black-Scholes-Merton (BSM) price function ofa ...
Q7 ans given is D but why not A if value of long position at the time of shout is asked , what is this BSM part?
I couldn’t understand why in the solution the forward price is calculated as, F = So [(1+q) / (1+r)]^t instead of F = So [(1+r)/(1+ q)]^t.
Sir but I have one doubt that, mean is proportional to time but sd is proportional to square root of time, so why not in this question we are scaling mean and sd differently, and instead we are directly scaling ...
How to solve this question. The asnwer is given as D.