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Demonstrations 251 - 300 of 365
Minimal Model of Simulating Prices of Financial Securities Using an Iterated Finite Automaton
The Poisson Process
Assessor Model for Simulated Test Markets
Robustness of the Longstaff-Schwartz LSM Method of Pricing American Derivatives
Volatility Surface in the Heston Model
Pricing a Bermudan Option with the Longstaff-Schwartz Monte Carlo Method
Hedging the European Put Option
Distribution of Returns from Merton's Jump Diffusion Model
Pricing Power Options in the Black-Scholes Model
The Itô Integral and Itô's Lemma
Hedging the Black-Scholes Call Option
Implied Volatility in Merton's Jump Diffusion Model
Monte Carlo Valuation of an Option
Valuation and Management of Bonds
Options: Time Value
Basic Option Trading Strategies
The Hazards of Propping Up: Bubbles and Chaos
Premium Ratios with Capital Costs Included
Insurer Ruin
Estimating Insurance Premiums Using Exceedance Data and the Method of Moments
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