Search for tag: "portfolio"

mat133-2021-06-02-minimum-variance-line

Geometry of portfolios. Minimum-variance line (curve). mat133-2021s-notes-2021-06-02.pdf 3D graphics: hw6B_3D_1_X=6_Y=8_Z=0.html hw6B_3D_2_X=6_Y=8_Z=0.html Videos and all other materials are…

From  Matthias Koeppe on June 2nd, 2021 0 likes 21 plays 0  

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 37 plays 0  

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 on May 12th, 2021 0 likes 32 plays 0  

mat133-2021-05-07-multiperiod-replication

Replication in the multi-period binomial model. mat133-2021s-notes-2021-05-07-1.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources…

From  Matthias Koeppe on May 7th, 2021 0 likes 47 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 39 plays 0  

mat133-2021-04-18-office-hours-model-free-replication

Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources subject to the Creative Commons Attribution-ShareAlike 3.0 Unported (CC BY-SA 3.0)…

From  Matthias Koeppe on April 18th, 2021 0 likes 68 plays 0  

mat133-2021-04-16-put-option--model-free-replication

Put options. Model-free analysis of payoff functions using linear algebra. mat133-2021s-notes-2021-04-16.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open…

From  Matthias Koeppe on April 16th, 2021 0 likes 70 plays 0  

mat133-2021-04-14-forward-price--call-option

Determining the correct forward price. Pricing call options. mat133-2021s-notes-2021-04-14.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational…

From  Matthias Koeppe on April 14th, 2021 0 likes 38 plays 0  

mat133-2021-04-12-replication--complete-markets--forward-contracts

Replication, complete markets, forward contracts. mat133-2021s-notes-2021-04-12.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources…

From  Matthias Koeppe on April 12th, 2021 0 likes 41 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 on April 9th, 2021 0 likes 56 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 on April 7th, 2021 0 likes 50 plays 0  

mat133-2021-04-05-filtrations--adapted-stoch-processes--returns--portfolios

Filtrations, 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 on April 5th, 2021 0 likes 56 plays 0  

BML - Dr. Matt Reimer: Commercial Fisheries, Coastal Communities, and Local Economies: What Connects the Dots?

Bodega Marine Laboratory John and Mary Louise Riley Seminar Series: Dr. Matt Reimer: Commercial Fisheries, Coastal Communities, and Local Economies: What Connects the Dots? For more information…

From  Noah Killeen on August 12th, 2020 0 likes 4 plays 0  

BML - Dr. Kiva Oken: Implications of ecological and human-driven connections among fish populations in the California Current and across the Northern Hemisphere

Bodega Marine Laboratory John and Mary Louise Riley Seminar Series: Dr. Kiva Oken: Implications of ecological and human-driven connections among fish populations in the California Current and across…

From  Noah Killeen on July 17th, 2020 0 likes 3 plays 0