Search for tag: "arbitrage"

Lec 15, May 6.mp4

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From  Robert Ferydouni 0 likes 2 plays 0  

Lec 14, May 1.mp4

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From  Robert Ferydouni 0 likes 3 plays 0  

Lec 13, Apr 29.mp4

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From  Robert Ferydouni 0 likes 3 plays 0  

mat133-2021-05-12-arbitrage-portfolios

Arbitrage portfolios and the fundamental theorem. mat133-2021s-notes-2021-05-12.pdf models-2021-05-12.zip (arbitrage-2periods.mod) Videos and all other materials are copyright 2021 Matthias…

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From  Matthias Koeppe 0 likes 51 plays 0  

mat133-2021-04-09-arbitrage--replication

The no-arbitrage principle. Replication. mat133-2021s-notes-2021-04-09.pdf models-2021-04-09.zip (contains arbitrage1.mod) Videos and all other materials are copyright 2021 Matthias Köppe and…

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From  Matthias Koeppe 0 likes 75 plays 0  

mat133-2021-04-07-ampl-as-a-calculator--no-arbitrage

Using AMPL as a calculator or declarative programming system. The no-arbitrage principle. mat133-2021s-notes-04-07.pdf models-2021-04-07.zip (contains cz_exercise_1_2.mod) Videos and all other…

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From  Matthias Koeppe 0 likes 78 plays 0  

PHY 255 Lecture 7

PHY 255 Lecture 7

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From  John Rundle 0 likes 7 plays 0  

ARE139: Lecture 18, Fall 2015

Lecture 18 covers hedging using options and compares the benefits of hedging using options versus hedging using futures. Examples of hedging using options are presented.

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From  Laurie Warren 0 likes 28 plays 0  

ARE139: Lecture 17, Fall 2015

Lecture 17 introduces the concept of put-call parity and its implications for options pricing. Arbitrage relationships between options contracts are discussed.

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From  Laurie Warren 0 likes 13 plays 0