Question 31
Which of the model is largely an optimization in which the system finds
values for the Hull-White volatility parameters sigma a and reversion rate a,
in which the option prices, calculated using the Hull-White model or BlackScholes model, match as far as possible?
values for the Hull-White volatility parameters sigma a and reversion rate a,
in which the option prices, calculated using the Hull-White model or BlackScholes model, match as far as possible?
Question 32
Which of the manager is based on the business partner concept ?
Question 33
Which of the function selects the exposure subitem position flows to be reclassified ?
Question 34
Which of the component is used to calculate the hedging reserve ?
Question 35
Which type of pools are entered in themaster data ?