Search for tag: "payoff"

mat133-2021-05-14-pricing-asian-options

Pricing Asian options by dynamic programming. mat133-2021s-notes-2021-05-14.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources subject…

From  Matthias Koeppe 0 likes 44 plays 0  

mat133-2021-04-16-put-option--model-free-replication

Put options. Model-free analysis of payoff functions using linear algebra. mat133-2021s-notes-2021-04-16.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open…

From  Matthias Koeppe 0 likes 83 plays 0  

Lecture 5 - Part 3 - Discounting whiteboard and handout

From  Michael Springborn 0 likes 69 plays 0  

Lecture 4 - Part 3

From  Michael Springborn 0 likes 55 plays 0