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Demonstrations 261 - 280 of 365
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
Bond Pricing
Estimating Loss Functions Using Exceedance Data and the Method of Moments
Stock Market Returns by Party
Risk Aversion, Load, and Optimal Insurance
Insurance Disclosures
Pricing a European-Style Arithmetic Asian Option: Comparing Bootstrapping and Simulation Approaches
Shifts in the Demand Curve
The Method of Common Random Numbers: An Example
Bootstrapping to Compute Value-at-Risk Standard Errors
Adverse Selection
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