Search for tag: "arbitrage"

6 Media

mat133-2021-05-12-arbitrage-portfolios duration 52 minutes 17 seconds mat133-2021-05-12-arbitrage-portfolios mat133-2021-05-12-arbitrage-portfolios	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… portfolio wealth arbitrage investment things omega strategy thing stock process bit times model theorem omega1 probability omega2 future risk alternative From Matthias Koeppe 0 likes 48 plays 0
mat133-2021-04-09-arbitrage--replication duration 50 minutes 25 seconds mat133-2021-04-09-arbitrage--replication mat133-2021-04-09-arbitrage--replication	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… portfolio arbitrage situation stock model risk market ratio thing things friend wealth certificate share probability assumption instrument certificates gain bit From Matthias Koeppe 0 likes 72 plays 0
mat133-2021-04-07-ampl-as-a-calculator--no-arbitra… duration 44 minutes 39 seconds mat133-2021-04-07-ampl-as-a-calculator--no-arbitra… mat133-2021-04-07-ampl-as-a-calculator--no-arbitrage	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… wealth portfolio things stock risk times model exercise market arbitrage programming equation scenario probability exercises assumption sense optimization situation asset From Matthias Koeppe 0 likes 71 plays 0
PHY 255 Lecture 7 duration 1 hour 10 minutes PHY 255 Lecture 7 PHY 255 Lecture 7	PHY 255 Lecture 7 PHY 255 Lecture 7 market money beta stock risk arbitrage lot things stocks rate bitcoin leverage debt profit grand asset companies volatility margin trading From John Rundle 0 likes 7 plays 0
ARE139: Lecture 18, Fall 2015 duration 58 minutes 56 seconds ARE139: Lecture 18, Fall 2015 ARE139: Lecture 18, Fall 2015	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. futures options hedging pricing uc davis colin carter arbitrage trades From Laurie Warren 0 likes 28 plays 0
ARE139: Lecture 17, Fall 2015 duration 1 hour 29 minutes ARE139: Lecture 17, Fall 2015 ARE139: Lecture 17, Fall 2015	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. futures options uc davis colin carter arbitrage put-call parity From Laurie Warren 0 likes 13 plays 0