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9 Scenario Analysis
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IFM——2General Propertiesof OptionsPart 1——4comparing option
10 Scenario Analysis Example
IFM——2General Propertiesof OptionsPart 1—3put-Call parity
01Option Strategies Introduction
7 Sensitivity Analysis
01 Compound Options
2. Gamma
IFM——8Asset Pricing Models
01 Greeks - Intro and Delta
2. Negative Binomial
2 Empirical Evidence Supporting the EMH
IFM_5Option Greeks and Risk Management
01 Gap Options
10 Strike Price Effects - Example 2
19 Combining Options - Ratio Spread
5 SML and Alpha
11 Delta-Hedging
1 Interpreting Beta
12 Combining Options - Intro
17 Decision Trees
5 The Behavior of Individual Investors
8 IPO Puzzles
10 Diversification with an Equally-Weighted Portfolio
2 Historical Realized Returns
11Graphing Payoffs - Examples
10Put Options - Examples
25 Costs of Asymmetric Information
3 Historical Variance and Volatility
09 Strike Price Effects - Example 1
5 Break-Even Analysis
01 Bounds of Option Prices - Lower Bounds
10 The Delta-Gamma-Theta Approximation
20 Financial Distress Costs
16Combining Options - Bear Spread Example
12 Modigliani and Miller Proposition I (Without Taxes)
15 Combining Options - Bear Spread
2 Value-at-Risk (VaR)
17 Optimal Investor Portfolio
20 Factors Affecting the Timing of Investments
14 Market-Maker Profit for an Option Writer