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

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 values
3.2 Random variables, probability and mean
3.6 Central Limit Theorem
Links visited in class 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
4.3 Statistical tests
Links visited in class Lehmer Park-Miller pseudo-random numbers seed based on letter E scipy reference stats norm for vocabulary ppf (percent point function), pdf, cdf 1
5.0 Asset price movement
6.0 Asset price model: Part I
8.5 Black-Scholes formulas
8.5 Black-Scholes formulas

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