Links visited in class Hedging nonlinear risk 1 2.5 Put-call parity - - PowerPoint PPT Presentation

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Links visited in class Hedging nonlinear risk 1 2.5 Put-call parity - - PowerPoint PPT Presentation

Nov 21, 2023 425 likes •1.11k views

12.10 The Minimum-Variance Hedge 12.10 The Minimum-Variance Hedge 12.12 Hedging Nonlinear Risk Links visited in class Hedging nonlinear risk 1 2.5 Put-call parity 2.6 Upper and lower bounds on option values 2.6 Upper and lower bounds on option

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12.10 The Minimum-Variance Hedge

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12.10 The Minimum-Variance Hedge

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12.12 Hedging Nonlinear Risk

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Links visited in class

Hedging nonlinear risk 1

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2.5 Put-call parity

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2.6 Upper and lower bounds on option values

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2.6 Upper and lower bounds on option values

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3.2 Random variables, probability and mean

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3.6 Central Limit Theorem

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Googled the number 48271: found Lehmer random number generator, random.org, random.org/decimal-fractions/, generated 100 random decimal fractions, nsm.buffalo.edu/~hassard/459/py, nsm.buffalo.edu/~hassard/459/py/uniform.html, nsm.buffalo.edu/~hassard/459/py/uniform_to_others.html 1

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4.3 Statistical tests

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Lehmer Park-Miller pseudo-random numbers seed based on letter E scipy reference stats norm for vocabulary ppf (percent point function), pdf, cdf 1

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5.0 Asset price movement

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6.0 Asset price model: Part I

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8.5 Black-Scholes formulas

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8.5 Black-Scholes formulas

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