Search for tag: "expectation"

mat133-2021-05-26-risk-measures--expectation--variance

Risk measures. Expectation and variance. Portfolio weights. mat133-2021s-notes-2021-05-26.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational…

From  Matthias Koeppe on May 26th, 2021 0 likes 35 plays 0  

mat133-2021-05-14-pricing-asian-options

Pricing Asian options by dynamic programming. mat133-2021s-notes-2021-05-14.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources subject…

From  Matthias Koeppe on May 14th, 2021 0 likes 34 plays 0  

mat133-2021-04-30-conditional-expectation--discounted-processes

Conditional expectation. Discounted processes. mat133-2021s-notes-04-30.pdf models-2021-04-30.zip (condexp.mod) Videos and all other materials are copyright 2021 Matthias Köppe and shared as…

From  Matthias Koeppe on April 30th, 2021 0 likes 51 plays 0  

mat133-2021-04-21-review--return--expectation

Review: Returns, logarithmic returns, expectation of a random variable. mat133-2021s-notes-2021-04-21.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open…

From  Matthias Koeppe on April 21st, 2021 0 likes 38 plays 0