convexity

Discuss the impact of the monetary tightening on the EUR/USD exchange rate. Suppose you were a trader, how would hedge your portfolio against FX risk using options?

Financial Risk Management ASSIGNMENT Find and look at the charts of your choice, then: 1) Discuss how the ECB and the FED are coping with the surge of inflation. 2) Suppose you were a fixed income trader. Choose 3 Italian Government bonds with maturities equal to 5, 10 and 20 years respectively and compute their […]

Write a logistic regression program (function) using gradient descent algorithm. And train the weights using training set and then test the result on the test set.

Homework Assignment #2 Through this homework assignment, you will refresh on the concepts of derivatives and convexity, and will practice on programming of logistic regression for binary classification. For Problems 1-3, you may write the solutions by hand, and then scan them into a pdf file using a digital scanner. Photo imaging is not accepted. […]

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