'Single period' diaporamas de présentation

OPTION PRICING MODEL

OPTION PRICING MODEL. Black-Scholes (BS) OPM. Cox, Ross, and Rubinstien Binomial Option Pricing Model: BOPM. BOPM. Model is based on constructing a replicating portfolio (RP). The RP is a portfolio whose cash flows match the cash flows of a call option.

1.14k views • 85 slides

OPTION PRICING MODEL

OPTION PRICING MODEL. Black-Scholes (BS) OPM. Cox, Ross, and Rubinstien Binomial Option Pricing Model: BOPM. BOPM. Model is based on constructing a replicating portfolio (RP). The RP is a portfolio whose cash flows match the cash flows of a call option.

1.04k views • 85 slides

BINOMIAL OPTION PRICING MODEL

BINOMIAL OPTION PRICING MODEL. Chapter 5 Cox, Ross, and Rubinstien Binomial Option Pricing Model: BOPM. BOPM. Model is based on constructing a replicating portfolio (RP). The RP is a portfolio whose cash flows match the cash flows of a call option.

842 views • 55 slides

2012-13 Non-Fiscal Class Size Reduction Data Collection Sean Millard sean.millard@fldoe.org

2012-13 Non-Fiscal Class Size Reduction Data Collection Sean Millard sean.millard@fldoe.org. Presentation Purposes. Review 2012-13 Changes Review Class Size trend data iii. Review steps in calculation of Class Size iv. Reporting guidance v. 1213 Class Size appeals review.

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Chapter 12: Basic option theory

Chapter 12: Basic option theory. Investment Science D.G. Luenberger. Before we talk about options. This course so far has dealt with deterministic cash flows and single-period random cash flows.

479 views • 36 slides

Neural Tube Defects Among Mexican Americans Living on the Texas-Mexico Border: Effects of Folic Acid and Dietary Folate

Neural Tube Defects Among Mexican Americans Living on the Texas-Mexico Border: Effects of Folic Acid and Dietary Folate. Lucina Suarez, PhD Kate Hendricks, MD Texas Department of Health. Prepared by Zunera Gilani , 2002. Suggested Readings.

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The Time value of money

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English 10 Week 5

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OPSM 301 Operations Management

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Learning Objectives

Learning Objectives. Recommend the appropriate forecasting model for a given situation. Conduct a Delphi forecasting exercise. Describe the features of exponential smoothing. Conduct time series forecasting using exponential smoothing with trend and seasonal adjustments. DEMAND MANAGEMENT.

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INVENTORY

INVENTORY. Inventory is the stock of any item or resource used in an organization and can include: raw materials, finished products, component parts, supplies-in-transit and work-in-process.

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Outline

Outline. multi-period stochastic demand base-stock policy convexity. Properties of Convex Functions. let f and f i be convex functions cf : convex for c ? 0 and concave for c ? 0 linear function: both convex and concave f + c and f ? c : convex sum of convex functions: convex

332 views • 19 slides

EOQ Assumptions

EOQ Assumptions. EPL model relaxes this one. 1. Instantaneous production. 2. Immediate delivery. 3. Deterministic demand . 4. Constant demand. 5. Known fixed setup costs. 6. Single product or separable products. lags can be added to EOQ or other models. newsvendor and (Q,r) relax this one.

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Chapter 5

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Signal Characteristics

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OPSM 301 Operations Management

256 views • 13 slides

Purpose

Purpose. Gain experience in analyzing relationships between variables by graphical methods. For Q ? 0: T?. The Pendulum. Period (T): Time for a complete swing (from A to B and back to A again). L. Q. B. A. Finding the Relationship Between T, m, A, and L Experimentally.

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Genre: Memoir

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Input 10kHz sine wave, 20mV peak-to-peak

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