京东 11.11 红包
4. Percentiles, Mode, Skewness, _ Kurtosis
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IFM——9Market Efficiency and Behavioral Finance
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2. Geometric
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IFM——2General Propertiesof OptionsPart 1——4comparing option
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13 Efficient Portfolios
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2. Hypergeometric
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01 The Normal Distribution vs. The Lognormal Distribution
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03 Greeks - Vega, Rho, and Psi
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6 Mechanics of an IPO
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IFM——6GeneralPropertiesofOptionsPart2
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11 Delta-Hedging
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3. Discrete Uniform
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IFM_1Introductory Derivatives - Forwards and Futures
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2 Value-at-Risk (VaR)
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06 Options as Insurance - Example
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2025卫生统计学 19课时
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22 Use of Derivatives to Manage Risk in Insurance and Annuity Products
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3 The Capital Asset Pricing Model (CAPM)
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5 Initial Public Offering
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03 Option Pricing- Replicating Portfolio - Example
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05 Lognormal Model for Stock Prices - Percentiles
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03 Relationship between Gap and Ordinary Options
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2. Bernoulli
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05 Call Options - Profits
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24 Combining Options - Strangle
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17 Optimal Investor Portfolio
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13 MM Proposition I (Without Taxes) - Examples
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03 Asian Options - Example 2
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16 Introduction
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3. Continuous Uniform
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04 Call Options - Payoffs
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10 The Delta-Gamma-Theta Approximation
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10 Diversification with an Equally-Weighted Portfolio
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07 Conditional Stock Prices
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2. Shifting and Scaling
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17 Guarantees in Variable17 Annuity Products
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10Graphing Payoffs - Shortcut Method for Calls and Puts
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2. Univariate CDF Method
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2 Equity Funding for Private Companies
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3 Historical Variance and Volatility