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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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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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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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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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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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