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03 Option Pricing- Replicating Portfolio - Example
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01 Option Pricing- Replicating Portfolio - Part 1
02Option Pricing- Replicating Portfolio - Part 2
IFM_5Option Greeks and Risk Management
02 Bounds of Option Prices - Upper Bounds
10 Diversification with an Equally-Weighted Portfolio
02 Asian Options - Example 1
IFM__2General Propertiesof OptionsPart 1__2option strategists
01 Barrier Options
02 Forward Start Option - Example
IFM——11Capital Structure
10 Levered Firms as Comparables
11 Diversification with a General Portfolio
02 Greeks - Gamma and Theta
13Maximum Gain and Loss Example
03 Lognormal Model for Stock Prices - Distribution Example
13 Example 2- Determining a Project's NPV
11 Levered Firms as Comparables - continued
05 Greeks - Example
4 The Efficiency of the Market Portfolio
2 Empirical Evidence Supporting the EMH
20 Mortgage Guarantee Insurance
17 Decision Trees
IFM——9Market Efficiency and Behavioral Finance
19 Guarantee Value Formulas, Underlying
06 Pricing Options for Lognormal Stock - Probabilities
14 Options on Futures Contracts - Example
06 Options as Insurance - Example
3 Tail Value-at-Risk (TVaR)
IFM__2General Propertiesof OptionsPart 1__1 introduction
3 Empirical Evidence Against the EMH- Market Anomalies
50Generalized Put-Call Parity for Exchange Options Example
2 Value-at-Risk (VaR)
IFM_7MeanVariance Portfolio Theory
16Options on Currencies
21 Other Types of Insurance Guarantees
6 Mechanics of an IPO
03 Max and Min Options - Example
8 The Debt Cost of Capital
01Option Strategies Introduction
25 Combining Options - Butterfly Spread