標(biāo)題: Titlebook: An Option Greeks Primer; Building Intuition w Jawwad Ahmed Farid Book 2015 The Editor(s) (if applicable) and The Author(s) 2015 derivatives [打印本頁] 作者: microbe 時(shí)間: 2025-3-21 18:49
書目名稱An Option Greeks Primer影響因子(影響力)
作者: Palpate 時(shí)間: 2025-3-21 22:34
Gymnastik (Technik und Wirkung)y. Unlike a forward or future contract, an option gives us the right to walk away if the market price is not in our favour. If we do decide to walk away, our loss is limited to the upfront premium we paid when we purchased the option.作者: 的事物 時(shí)間: 2025-3-22 04:04 作者: 易彎曲 時(shí)間: 2025-3-22 05:52
Die mediale Konstruktion der Wirklichkeittion has been minimized to 0.047%. Within that minimization, Gamma has been completely neutralized while there is some residual Vega exposure left. While we did not focus on the minor Greeks (Delta, Rho, Theta), their exposures have also been reduced.作者: evanescent 時(shí)間: 2025-3-22 09:40 作者: 錯(cuò) 時(shí)間: 2025-3-22 16:53 作者: 彎曲道理 時(shí)間: 2025-3-22 17:56
Lokale Kr?mpfe und Motilit?tsneurosenodel for a call option. Now we will modify and extend the model for a European put option. The basic approach remains the same, but a simple modification is required to make the sheet work for a European put contract. The end result will be a dynamic simulation graphical output showing the original 作者: craven 時(shí)間: 2025-3-23 00:06 作者: 開玩笑 時(shí)間: 2025-3-23 02:46 作者: MELON 時(shí)間: 2025-3-23 09:13
https://doi.org/10.1007/978-3-658-12136-5n particular to assess these sensitivities for forward buckets. A first step in this process is to determine how forward volatilities for these forward buckets are calculated from the spot volatilities implied in current market option prices.作者: LAST 時(shí)間: 2025-3-23 13:04 作者: 我不明白 時(shí)間: 2025-3-23 16:23
Die mediale Konstruktion der Wirklichkeit occur naturally to you as you spend more time with the Delta hedging model. They are also essential to building a deeper understanding of the concept of implied volatility, Rho and Theta. The first two are covered here, the third in Chapter 13.作者: 牽索 時(shí)間: 2025-3-23 19:40
L?hmungen, Paresen und AtrophienThere are five primary factor sensitivities that we will cover in this book.作者: Reverie 時(shí)間: 2025-3-23 23:36
Intestinal-neurotische SymptomenkomplexeDelta hedging as a concept is covered within Black—Scholes—Merton pricing at a theoretical level (single-step or two-step binomial trees); however the actual implementation of a live Delta hedging program requires a bit more work.作者: Panther 時(shí)間: 2025-3-24 03:12 作者: misanthrope 時(shí)間: 2025-3-24 06:37
Die Gegner des Reformprojectes,Our cash P&L model for a European put option is a mirror image of our cash P&L for a European call option model. The difference arises from how we hedge a put versus how we hedge a call.作者: 到婚嫁年齡 時(shí)間: 2025-3-24 10:53
Atte Oksanen,James E. Hawdon,Pekka R?s?nenVega is the change in the value of the option with respect to a change in volatility.作者: Lasting 時(shí)間: 2025-3-24 18:29 作者: 外星人 時(shí)間: 2025-3-24 22:06
Geschichte als MediatisierungsschübeTheta tracks the change in option value for a change in time to expiry, assuming that all other drivers of option value remain the same.作者: refine 時(shí)間: 2025-3-25 03:15 作者: 大洪水 時(shí)間: 2025-3-25 03:52 作者: Ingenuity 時(shí)間: 2025-3-25 07:36 作者: 雜色 時(shí)間: 2025-3-25 14:44
Calculating Cash P&L for a Put OptionOur cash P&L model for a European put option is a mirror image of our cash P&L for a European call option model. The difference arises from how we hedge a put versus how we hedge a call.作者: 青少年 時(shí)間: 2025-3-25 18:31
Vega, Volga and VannaVega is the change in the value of the option with respect to a change in volatility.作者: 很像弓] 時(shí)間: 2025-3-25 21:25 作者: 擔(dān)心 時(shí)間: 2025-3-26 03:01 作者: agitate 時(shí)間: 2025-3-26 08:10
Introduction: Contexty. Unlike a forward or future contract, an option gives us the right to walk away if the market price is not in our favour. If we do decide to walk away, our loss is limited to the upfront premium we paid when we purchased the option.作者: 隼鷹 時(shí)間: 2025-3-26 11:59 作者: Cpap155 時(shí)間: 2025-3-26 14:22 作者: Wordlist 時(shí)間: 2025-3-26 18:35 作者: Arresting 時(shí)間: 2025-3-26 22:20 作者: fructose 時(shí)間: 2025-3-27 02:36
Book 2015This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many texts, and with a focus on modelling, market practice and intuition.作者: blackout 時(shí)間: 2025-3-27 06:27 作者: 無意 時(shí)間: 2025-3-27 13:17 作者: obscurity 時(shí)間: 2025-3-27 14:36 作者: 指派 時(shí)間: 2025-3-27 21:18 作者: abolish 時(shí)間: 2025-3-28 01:06 作者: 血統(tǒng) 時(shí)間: 2025-3-28 03:42 作者: Vasodilation 時(shí)間: 2025-3-28 08:06 作者: anagen 時(shí)間: 2025-3-28 12:39
Forward Implied Volatilitiesn particular to assess these sensitivities for forward buckets. A first step in this process is to determine how forward volatilities for these forward buckets are calculated from the spot volatilities implied in current market option prices.作者: definition 時(shí)間: 2025-3-28 15:22
Reviewing the Solver Solutiontion has been minimized to 0.047%. Within that minimization, Gamma has been completely neutralized while there is some residual Vega exposure left. While we did not focus on the minor Greeks (Delta, Rho, Theta), their exposures have also been reduced.作者: 令人苦惱 時(shí)間: 2025-3-28 22:24 作者: prodrome 時(shí)間: 2025-3-29 02:17 作者: vocation 時(shí)間: 2025-3-29 05:10 作者: 殘廢的火焰 時(shí)間: 2025-3-29 10:27
2946-3831 s a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many texts, and with a focus on modelling, market practice and intuition.978-1-349-47572-8978-1-137-37167-6Series ISSN 2946-3831 Series E-ISSN 2946-384X 作者: Introduction 時(shí)間: 2025-3-29 12:16 作者: 颶風(fēng) 時(shí)間: 2025-3-29 18:00 作者: Genetics 時(shí)間: 2025-3-29 20:49
Delta Hedging European Put Optionsion is required to make the sheet work for a European put contract. The end result will be a dynamic simulation graphical output showing the original option value and the replicating or tracker portfolio that is created to hedge it.作者: 我沒有強(qiáng)迫 時(shí)間: 2025-3-30 03:27
Building Volatility Surfacess to cut the dataset by Maturity (expiry, T) and Strikes (K) as shown below. Options are sorted using date and period filters, and we get all combinations of implied volatilities by strikes for a given expiry date.作者: 騷擾 時(shí)間: 2025-3-30 06:32
,Der Einflu? der Feuchtigkeit,and des feuchten Thermometers viel wichtiger sei als der des trockenen, um anzudeuten, dafs auch die Wirkung der Temperatur in hervorragendem Mafs vom Wassergehalt der Luft abh?ngig ist. An der Tatsache ist nicht zu zweifeln.作者: Host142 時(shí)間: 2025-3-30 11:54
Reviewing the Wavefront Clinical Trials: Myopia, Hyperopia, and Eyes with Reduced Acuity,978-3-531-19403-5作者: Fillet,Filet 時(shí)間: 2025-3-30 13:02 作者: 管理員 時(shí)間: 2025-3-30 18:08
Overview of the Hardware and Software Tools,riety of signal processing and communication system components will be implemented by writing C and/or assembly language programs for the TMS320C6713 floating-point DSP in our lab. The TMS320C6713 resides on a board Texas Instruments (TI) calls the TMS320C6713 DSK (DSP Starter Kit) which is a small
