Search for tag: "arbitrage"

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…

From  Matthias Koeppe 0 likes 33 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…

From  Matthias Koeppe 0 likes 57 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…

From  Matthias Koeppe 0 likes 55 plays 0  

PHY 255 Lecture 7

PHY 255 Lecture 7

From  John Rundle 0 likes 6 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.

From  Laurie Warren 0 likes 27 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.

From  Laurie Warren 0 likes 13 plays 0