Search for tag: "omega"
mat133-2021-05-26-risk-measures--expectation--varianceRisk 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
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Phy129A-Class16Shell Model. Quantum 3-D Harmonic Oscillator.
From Manuel Calderon de la Barca Sanchez
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mat133-2021-05-21-american-optionsAmerican options. mat133-2021-notes-2021-05-21.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources subject to the Creative Commons…
From Matthias Koeppe
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mat133-2021-05-14-pricing-asian-optionsPricing 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
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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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mat133-2021-04-30-conditional-expectation--discounted-processesConditional 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
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mat133-2021-04-26-multiperiod-binomial-modelMultiperiod binomial model. mat133-2021s-notes-2021-04-26.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources subject to the Creative…
From Matthias Koeppe
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mat133-2021-04-05-filtrations--adapted-stoch-processes--returns--portfoliosFiltrations, adapted stochastic processes, returns, portfolios. mat133-2021s-notes-2021-04-05.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational…
From Matthias Koeppe
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mat133-2021-04-02-probabilityReview of probability: Random variables and their measurability. mat133-2021s-notes-2021-04-02.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open…
From Matthias Koeppe
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mat133-2021-03-31-cash-flow--probabilityIntroduction to our market model; cash flow streams; review of probability. mat133-2021s-notes-2021-03-31-1.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as…
From Matthias Koeppe
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