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?
  • 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 ?