Financial risk modeling

Superhedging price

The superhedging price is a coherent risk measure. The superhedging price of a portfolio (A) is equivalent to the smallest amount necessary to be paid for an admissible portfolio (B) at the current time so that at some specified future time the value of B is at least as great as A. In a complete market the superhedging price is equivalent to the price for hedging the initial portfolio. (Wikipedia).

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Marie-Claire Quenez: European and american optionsin a non-linear incomplete market with default

HYBRID EVENT Recorded during the meeting "Advances in Stochastic Control and Optimal Stopping with Applications in Economics and Finance" the September 12, 2022 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video a

From playlist Probability and Statistics

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Jan Obłój: Pathwise or quasi-sure towards dynamic robust framework for pricing and hedging

Abstract: I discuss some recent developments related to the robust framework for pricing and hedging in discrete time. I introduce pointwise approach based on pathspace restrictions and compare it with the quasi-sure setting of Bouchard and Nutz (2015), and show that their versions of the

From playlist Analysis and its Applications

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Percentage Change (3 of 4: Combining Increase & Decrease)

More resources available at www.misterwootube.com

From playlist Fractions, Decimals and Percentages

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Build Your Own Supercomputer 1 - About Supercomputers

Supercomputer Playlist: http://www.youtube.com/watch?v=13x90STvKnQ&list=PLQVvvaa0QuDf9IW-fe6No8SCw-aVnCfRi&feature=share Greetings and welcome to my "how to build your own supercomputer" tutorial series. In this video, the concept of supercomputers is introduced, their history, and the ba

From playlist Build your Own Supercomputer

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MegaFavNumbers: 1.5 Billion

#MegaFavNumbers What’s your Mega Favourite Number?

From playlist MegaFavNumbers

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Find the Difference of an Original and Sale Price (Whole Numbers)

This video explains how to determine the difference of an original price and a sale price. http://mathispower4u.com

From playlist Adding and Subtracting Whole Number

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SAT Prep: Test 6 Section 9 Part 4

Problems 15-16 on page 747

From playlist SAT Preparation

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Ex: Find the Sale Tax Percentage

This video explains how to determine the sales tax percent given the amount paid and the sale price. Search Complete Library at http://www.mathispower4u.wordpress.com

From playlist Percent Applications

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Build Your Own Supercomputer 5 - Testing supercomputer process

Supercomputer Playlist: http://www.youtube.com/watch?v=13x90STvKnQ&list=PLQVvvaa0QuDf9IW-fe6No8SCw-aVnCfRi&feature=share In this part of how to build a supercomputer, we test the MPI and supercomputing technology on a single node. http://seaofbtc.com http://sentdex.com http://hkinsley.co

From playlist Build your Own Supercomputer

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Lecture 7 - Bounds on Option Prices

This is Lecture 7 of the COMP510 (Computational Finance) course taught by Professor Steven Skiena [http://www.cs.sunysb.edu/~skiena/] at Hong Kong University of Science and Technology in 2008. The lecture slides are available at: http://www.algorithm.cs.sunysb.edu/computationalfinance/pdf

From playlist COMP510 - Computational Finance - 2007 HKUST

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Excel & Business Math 41: Markup On Cost or Markup On Sell Price? Calculate & How They Are Different

Download Start Excel File: https://people.highline.edu/mgirvin/AllClasses/135NoTextBook/Content/06BuyingSelling/ExcelBusinessMathVideo41Markup.xlsx Download pdf Notes: https://people.highline.edu/mgirvin/AllClasses/135NoTextBook/Content/06BuyingSelling/ExcelBusinessMathVideo41Markup.pdf En

From playlist How To Create Excel Invoices: Many Awesome Tricks

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Mod-03 Lec-17 Different Aspects of Bertrand Model

Game Theory and Economics by Dr. Debarshi Das, Department of Humanities and Social Sciences, IIT Guwahati. For more details on NPTEL visit http://nptel.iitm.ac.in

From playlist IIT Guwahati: Game Theory and Economics | CosmoLearning.org Economics

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Options Trading - Call and Put Options - Basic Introduction

This stock options trading video tutorial provides a basic introduction into call and put options. The prices of options depend on share price, volatility, and time left to expiration. The extrinsic value of all options is subject to time decay, that is, they decrease as time move forwar

From playlist Stocks and Bonds

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Exotic options: Asian option (FRM T3-46)

[my xls is here https://trtl.bz/2Av3F1Y] Asian options are path-dependent: their value depends on the average of the stock price during the life of the option. There are two basic variations: an average price option pays the difference between the average stock price and the exercise price

From playlist FM&P: Intro to Derivatives: Exotic options (FRM Topic 3)

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GST (2 of 2: Working backwards)

More resources available at www.misterwootube.com

From playlist Fractions, Decimals and Percentages

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Mod-03 Lec-16 Cournot & Bertrand Models

Game Theory and Economics by Dr. Debarshi Das, Department of Humanities and Social Sciences, IIT Guwahati. For more details on NPTEL visit http://nptel.iitm.ac.in

From playlist IIT Guwahati: Game Theory and Economics | CosmoLearning.org Economics

Related pages

No-arbitrage bounds | Acceptance set | Complete market | Self-financing portfolio | Coherent risk measure