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Levy processes are the foundation and building blocks of modern stochastic processes. These processes are also generalized and extended by the Markov, diffusion, and Martingale processes. Levy class representatives were once the most recommended and useful applications for both Poisson processes and Brownian motion. However, today, things have changed because of the need for modeling jumps and other irregular behavior of events. This has led to the renaissance of the general levy processes theory.
Securitization involves pooling or merging a variety of financial assets into a single group to design a marketable financial instrument. The issuer who repackages this group of assets can then sell it to investors. Apart from providing investors with opportunities, securitization also creates capital for originators. This will guarantee liquidity in the marketplace. Theoretically, all financial assets can be securitized. Securities in essence are tradeable and fungible items that have a monetary value.
Optimal Hedge Ratio
This is a type of ratio is used in risk management to compute a hedging instrument's percentage. It is also referred to as the minimum variance hedge ratio and is commonly used for cross-hedging. The goal of an optimal hedge ratio is to statistically reduce the variance of the value of a position. This ratio hedges a position by determining the futures be sold or bought. An optimal hedge ratio is a statistical measure that evaluates the level of risk on investment that an investor might be exposed to while setting up a position.