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).
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
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
Financial Series - Superannuation (1 of 3: Expressing the investment after 3 years)
More resources available at www.misterwootube.com
From playlist Modelling Financial Situations
Percentage Change (3 of 4: Combining Increase & Decrease)
More resources available at www.misterwootube.com
From playlist Fractions, Decimals and Percentages
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
#MegaFavNumbers What’s your Mega Favourite Number?
From playlist MegaFavNumbers
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
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
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
From playlist Personal Finance
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
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
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
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
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)
GST (2 of 2: Working backwards)
More resources available at www.misterwootube.com
From playlist Fractions, Decimals and Percentages
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