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by Noah Lieske
# ?

## numerical methods

### finite difference methods

### binomial model

### monte carlo simulations

## speculation

## hedging

### discrete hedging

### delta hedging

### static hedging

### binomial market

### no delta hedging

## interest rates

### stochastic interest rates

## dividends

### dividend yields

### stochastic dividends

### constant absolute dividends

## credit risk

### positive recovery

### stochastic risk of default

### credit derivatives

### poisson process

## volatility

### implied volatility

### volatility smiles & surfaces

### stochastic volatility

## risk framework

### risk metrics

### utility

### certainty equivalent wealth

### risk aversion

## products

### fixed income

### options

### bonds

### futures

### spot

### equities

### commodities

### derivatives

## market principals

### random walk

### no arbitrage

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ong factor, crank-nicolson, explicit method

two-factor, explicit, implicit

low dimensions

high dimensions

pocket liquidity

complete market, delta

incomplete market, energy derivatives

short rate

long rate

bonds

fixed income products, formed rates, implied

crash metrics, credit metrics, VAR

conveinence yield

known income

cost of carry

value at risk

asset allocation in continuous time

bellman equations

dump diffusion, poisson process, crash modeling

fat tails, levy process

Arouse in the other person an eager want.

efficient market, markov processes, martingales