GLORIA

https://symin.us/posts/financial_engineering/2024-03-25.html Gloria - Quantitative Finance - Chapter 19 - Value at Risk the meaning of VaR how VaR is calculated in practice some of the difficulties associated with VaR for portfolio containing derivatives Introduction The financial institution had no idea what might result from some of their more exotic transactions, often i symin.us

https://symin.us/posts/financial_engineering/2024-03-24.html Gloria - Quantitative Finance - Chapter 18 - portfolio management Modern portfolio theory and the capital asset pricing model optimizing your portfolio alternative methodologies such as cointegration how to analyze portfolio performance Introduction The theory of derivatives pricing is theory of deterministic returns: we symin.us

https://symin.us/posts/financial_engineering/2024-03-23.html Gloria - Quantitative Finance - Chapter 17 - investment lessons from blackjack and gambling the rules of blackjack blackjack strategy and card counting the Kelly criterion and money management no arbitrage in horse racing The rules of blackjack The aim of the game for the player is to hold a card count greater than that of the dealer w..

https://symin.us/posts/financial_engineering/2024-03-22.html Gloria - Quantitative Finance - Chapter 16 - how accurate is the normal approximation? why the normal distribution is so popular how fat the tails really are what dropping the normal assumption entails Introduction The normal distribution allows us to make enormous advances because it comes with a lot of relatively easy-to-use analytic..

https://blog.naver.com/sy9777m/222255374016 리드 헤이스팅스 - 다른 사람이 되려고 하지 마라근본적으로 큰 문제를 해결하려고 한다. - 지루함과 고독함을 해결하고자 한다. 지루함과 고독감은 인간에...blog.naver.comhttps://youtu.be/tIhYn2xk5jc 근본적으로 큰 문제를 해결하려고 한다.지루함과 고독함을 해결하고자 한다.지루함과 고독감은 인간에게 고통의 원인이었다.엔터테인먼트가 바로 이 것들을 물리칠 수 있다.우리는 더 나은 엔터테인먼트를 제공하고자 한다.당장 다음 에피소드를 보고 싶어 미쳐버릴 것 같은 느낌을 들게 만드려고 한다.엔터테인먼트의 경우 사람들은 다양한 형태로 즐긴다.우리는 모든 여가 활동과 경쟁한다.쉬는 동안 넷플릭스를 하지 않은..

https://symin.us/posts/financial_engineering/2024-03-21.html Gloria - Quantitative Finance - Chapter 15 - the binomial model a simple model for an asset price random walk delta hedging no arbitrage the basics of the binomial method for valuing options risk neutrality Introduction The binomial model is the more accessible version of Black-Scholes equation. As a model of stock pri symin.us

https://symin.us/posts/financial_engineering/2024-03-20.html Gloria - Quantitative Finance - Chapter 14 - swapsthe specifications of basic interest rate swap contracts the relationship between swaps and zero-coupon bonds exotic swaps Introduction A swap is an agreement between 2 parties to exchange, or swap, future cashflows. The size of these cashflow is determinesymin.us the specifications of ..

https://symin.us/posts/financial_engineering/2024-03-19.html Gloria - Quantitative Finance - Chapter 13 - fixed-income products and analysis: yield, duration and convexitythe names and properties of the basic and most important fixed-income products the definitions of features commonly found in fixed-income products simple ways to analyze the market value of the instruments: yield, duration and ..

https://symin.us/posts/financial_engineering/2024-03-18.html Gloria - Quantitative Finance - Chapter 12 - how to delta hedgehow to make money if your volatility is more accurate than the market’s different ways of delta hedging how much profit should you expect to make Introduction There is money to be made from options because options may be mispriced by the market. There arsymin.us  how to mak..

https://symin.us/posts/financial_engineering/2024-03-17.html Gloria - Quantitative Finance - Chapter 11 - multi-asset options how to model the behavior of many assets simultaneously estimating correlation between asset price movements how to value and hedge options on many underlying assets in the Black-Scholes framework the pricing formula for European non-path-dependent options symin.us how to..