Search for tag: "arbitrage"
mat133-2021-05-12-arbitrage-portfoliosArbitrage 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…
From Matthias Koeppe
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mat133-2021-04-09-arbitrage--replicationThe 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…
From Matthias Koeppe
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mat133-2021-04-07-ampl-as-a-calculator--no-arbitrageUsing 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…
From Matthias Koeppe
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ARE139: Lecture 18, Fall 2015Lecture 18 covers hedging using options and compares the benefits of hedging using options versus hedging using futures. Examples of hedging using options are presented.
From Laurie Warren
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ARE139: Lecture 17, Fall 2015Lecture 17 introduces the concept of put-call parity and its implications for options pricing. Arbitrage relationships between options contracts are discussed.
From Laurie Warren
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