GLORIA

https://symin.us/posts/financial_engineering/2024-03-16.html Gloria - Quantitative Finance> - Chapter 10 - probability density functions and first-exit timesthe transition probability density function how to derive the forward and backward equations for the transition probability density function how to use the transition probability density function to solve a variety of problems first-exit tim..

https://symin.us/posts/financial_engineering/2024-03-15.html Gloria - Quantitative Finance - Chapter 9 - early exercise and American optionsthe meaning of early exercise the difference between European, American and Bermudan options how to value American options in the partial differential equation framework how to decide when to exercise early early exercise and dividends Introduction Americasy..

https://symin.us/posts/financial_engineering/2024-03-14.html Gloria - Quantitative Finance - Chapter 8 - simple generalizations of the Black-Scholes worldcomplex dividend structures jump conditions time-dependent volatility, interest rate and dividend yield Dividends, foreign interest and cost of carry Assume continuous dividend good for stock index incorporating large number of stocks underlyin..

https://symin.us/posts/financial_engineering/2024-03-13.html Gloria - Quantitative Finance - Chapter 7 - the Black-Scholes formulae and the ‘greeks’ the derivation of the Black-Scholes formulae for calls, puts and simple digitals the meaning and importance of the ‘greeks,’ delta, gamma, theta, vega and rho the difference between differentiation with respect to variable and to parameters formulae..

https://blog.naver.com/sy9777m/223350880794 git local cache deletionWhen .gitignore doesn’t work, after removing local git cache, it works properly. This command mea...blog.naver.comWhen .gitignore doesn’t work, after removing local git cache, it works properly. git rm --cached -r . This command means to remove caches in this working directory recursively. If you want to remove caches of a speci..

https://symin.us/posts/finance/2024-03-06.html Gloria - Fixed Income Securities - Chapter 4.1 - Convexity The relation between bond prices and interest rates is not linear. Clearly, for small changes in interest rate, the straight line and the curved line are very close to each other. However, for large changes, the approximation is relatively poor. To obtain symin.us

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https://symin.us/posts/finance/2024-03-05.html Gloria - Fixed Income Securities - Chapter 3.2 - Duration The duration of a security with price P is the (negative of the ) percentage sensitivity of the price P to a small parallel shift in the level of interest rates. That is, let r(t, T) be the continuously compounded term structure of interest rates at time t symin.us

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https://symin.us/posts/financial_engineering/2024-03-04.html Gloria - Quantitative Finance - Chapter 6 - partial differential equations Properties of the parabolic partial differential equation the meaning of terms in the Black-Scholes equation Putting the Black-Scholes equation into historical perspective The Black-Scholes partial differential equation is in two dimensions, S and t. It is symin..