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Valuation and Risk Models By Shivgan Joshi http://stockcreditfinancecfa.blogspot.in/ http://stockcreditfinancecfa.blogspot.in/
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Content Binomial trees Delta Hedging Coherent Risk Black Scholes Worst case distribution & Concept
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Risk Neutral Approach using binomial tree Binomial trees Single step model E sd*(t)^.5 http://en.wikipedia.org/wiki/Binomial_options_pricing_model
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Delta Hedging and Ratios
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Coherent Risk http://en.wikipedia.org/wiki/Coherent_risk_measure
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Black Scholes (BSM Models) Lor normal distributed stock prices D1 D2 How these things comes from Stochastic Calculus
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Worst case distribution Intensity of distribution for losses
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Video Lesson 1 One step Binomial Model Risk neutral approach to option valuation Aim 41, Recommended book Hull
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Video Lesson 2 Story of Black Scholes Log Normal distribution Normal Distribution
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Video lesson 3 Greek Letters Partial Derivatives Hedging risk using greeks
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Video 4 Delta Hedging
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References
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