By Borowcki R
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Computation Speed The most forceful argument against the two-factor HJM model is that it is too slow. Heath, Jarrow and Morton argue that advances in technology make computation speed less of an issue. To measure speed performance, many people look simply at deal pricing speed the time to value one instrument. This does not give a full picture of the model's viability in a fast-moving dealing environment. To get a more comprehensive picture, it is good practice to try to estimate the time required for each of the dealer's routine daily tasks.
The critical question of how much practical value is created by the addition of factors can only be understood in term of the speed/hedge effectiveness trade-off. Computation Speed The most forceful argument against the two-factor HJM model is that it is too slow. Heath, Jarrow and Morton argue that advances in technology make computation speed less of an issue. To measure speed performance, many people look simply at deal pricing speed the time to value one instrument. This does not give a full picture of the model's viability in a fast-moving dealing environment.
The darker the oval, the more probability mass is present. The in-the-money line is drawn at a 45Â° angle as a consequence of the quantity ratio of the spread: one barrel of WTI versus one barrel of Brent. The fact that the axis of the probability density function is also at roughly a 45Â° angle is a consequence of the approximate equality of the individual volatilities of WTI versus Brent. Finally, the concentration of probability mass along the latter axis is a consequence of the assumed high correlation between the Â < previous page < previous page page_44 page_45 next page > next page > Page 45 two commodities.
Amazing Forex System by Borowcki R