Archives
- 05 Dec Above and Beyond Black-Scholes world
- 15 Aug Duality between option prices and probability distributions
- 02 Jul Risk-neutral valuation
- 13 May Black-Scholes option pricing
- 03 Feb Single Period Binomial Model
- 03 Feb Formalizing Arbitrage
- 05 Dec No arbitrage principle
- 01 Nov Eigenvalues and eigenvectors of a rank-1 Matrix
- 02 Aug To return or log return?
- 10 May VaR and CVaR through Monte Carlo simulations
- 12 Apr Clustering with K-Means
- 20 Mar Value at Risk (VaR) of a single risk factor
- 10 Feb Value at Risk (VaR) and Conditional Value at Risk (CVaR)