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Igor Flegel
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Decks in this class (15)
Kapitel 18 - Volatility Smiles
Was ist bei dem volatility smile ...,
Was sind die schlusseleigenschaft...,
Was sind die bedingungen fur eine...
8
cards
Kapitel 19 - Numerische Verfahren: Grundlagen
Wozu sind die numerischen verfahr...,
Was sind die annahmen der binomia...,
Was sind die annahmen der risikon...
14
cards
Kapitel 23 - Kreditderivate
Was sind kreditderivate,
Was erlauben kreditderivate,
Was ist ein credit default swap
52
cards
Kapitel 1 - Introduction
Was ist ein forward,
Was ist ein future,
Was ist ein swap
15
cards
Kapitel 11 - Binomialbäume
Was sind die annahmen der binomia...,
Was ist delta,
Was sind die annahmen der risikon...
4
cards
Kapitel 12 - Wiener Prozess und Itos Lemma
Was ist eine diskrete zeit,
Was ist die stetige zeit,
Was ist eine diskrete variable
14
cards
Kapitel 17 - Greek letters
Was ist das ziel von handlern tra...,
Was sind die greek letters,
Was ist die ungedeckte position
23
cards
Kapitel 13 - Black-Scholes-Merton-Modell
Was kann eine lognormalverteilte ...,
Was sind die eigenschaften einer ...,
Was ist die variable x bei aktien...
16
cards
Kapitel 33 - Realoptionen
Was ist die kapitalwertmethode bz...,
Was sind realinvestitionen,
Was besagt ein positiver npv
11
cards
Gastvortrag
Welche faktoren beeinflussen sigm...,
Was ist der value at risk var,
Wozu wird der value at risk benotigt
14
cards
Seminar
Was beschreibt das heston modell,
Was ist die annahme des heston mo...,
Was beschreibt das cox ingersoll ...
58
cards
MATLAB European Call
Generate m samples from n 0 1,
Simulate m trajectories in one step,
Define payoff
6
cards
MATLAB European Call antithetic
Generate m samples from n 0 1,
Simulate first set of m trajector...,
Simulate second set of m trajecto...
9
cards
MATLAB Price Barrier Up and Out Call
Simulate m trajectories in t0 t0 ...,
Generate m x n samples from n 0 1,
Generate the matrix of initial st...
9
cards
MATLAB Wiener Prozess
Generate a matrix of increments f...,
Add zeros as the first row,
Drop the last observation
7
cards
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Derivate
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