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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

  1. 12.10 The Minimum-Variance Hedge

  11. 12.10 The Minimum-Variance Hedge

  14. 12.12 Hedging Nonlinear Risk

  20. Links visited in class Hedging nonlinear risk 1

  21. 2.5 Put-call parity

  24. 2.6 Upper and lower bounds on option values

  30. 2.6 Upper and lower bounds on option values

  33. 3.2 Random variables, probability and mean

  37. 3.6 Central Limit Theorem

  40. 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

  41. 4.3 Statistical tests

  45. 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

  46. 5.0 Asset price movement

  49. 6.0 Asset price model: Part I

  54. 8.5 Black-Scholes formulas

  62. 8.5 Black-Scholes formulas

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