GLORIA

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..

https://symin.us/posts/financial_engineering/2024-02-24.html Gloria - Quantitative Finance - Chapter 5 - the Black-Scholes modelthe foundation of derivatives theory: delta hedging and no arbitrage the derivation of the Black-Scholes partial differential equation the assumptions that go into the Black-Scholes equation how to modify the equation for commodity and currency options A vsymin.usthe fo..

https://symin.us/posts/financial_engineering/2024-02-23.html Gloria - Quantitative Finance - Chapter 4 - elementary stochastic calculusIn this chapter all the stochastic calculus the meaning of Markov and martingale Brownian motion stochastic integration stochastic differential equations Ito’s lemma in one and more dimensions The Markov property The distribution of the value of the randsymin.usI..

https://symin.us/posts/financial_engineering/2024-02-22.html Gloria - Quantitative Finance - Chapter 3 - the random behavior of assetsIn this chapter Jensen’s inequality how to examine time-series data to model returns the Wiener process, a mathematical model of randomness a simple model for equities, currencies, commodities and indices The popular forms of ‘analysis’ Three form ofsymin.usIn thi..

https://symin.us/posts/financial_engineering/2024-02-21.html Gloria - Quantitative Finance - Chapter 2 - derivativesIn this chapter the definitions of basic derivatives instruments option jargon how to draw payoff diagrams no arbitrage and put-call parity simple option strategies Options The simplest option gives the holder the right to trade in the future at a previoussymin.usIn this chapterthe..

https://symin.us/posts/financial_engineering/2024-02-20.htmlIn this chapterthe time value of moneyan introduction to equities, commodities, currencies and indicesfixed and floating interest ratesfutures and forwardsno-arbitrageThe time value of money$\$$1 today is worth more than $\$$ 1 in a year’s timesimple vs. compound interestSimple interest is when the interest you receive is based only on ..

https://symin.us/posts/financial_engineering/2024-02-19.htmlContentsConcepts of hedging and no arbitrageunderstand ‘Black-Scholes world’ ChaptersChapter 1: Products and Markets - An overview of the workings of the financial markets and their products.Chapter 2: Derivatives - An introduction to options, options markets, market conventions. Definitions of the common terms, simple no arbitrage, put..