'Black model' diaporamas de présentation

The Forward Calorimeter in PHENIX

389 views • 30 slides

Active Portfolio Management

Active Portfolio Management Theory of Active Portfolio Management Market timing portfolio construction Portfolio Evaluation Conventional Theory of evaluation Performance measurement with changing return characteristics Theory of Portfolio Management- Market Timing

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1.03k views • 13 slides

Variations on a theme: extensions to Black-Scholes-Merton option pricing

Variations on a theme: extensions to Black-Scholes-Merton option pricing. Dividends options on Futures (Black model) currencies (Garman-Kohlhagen). Finance 70520, Spring 2002 Risk Management & Financial Engineering The Neeley School S. Mann. Martingale pricing : risk-neutral Drift.

260 views • 7 slides