'Dynamic hedging' presentation slideshows

The Theory of Dynamic Hedging

The Theory of Dynamic Hedging. Nassim Nicholas Taleb Courant Institute of Mathematical Science Sept 4, 2003. About this part of the course. This part is Clinical Finance, which will be further defined in the next lecture.

421 views • 31 slides

Volatility Pairs Trading New York Group 13 Gaurav Gandhi Palash Kasodhan David Lin

Volatility Pairs Trading New York Group 13 Gaurav Gandhi Palash Kasodhan David Lin Michael Rehwinkel. Outline. Overview Implied Volatility Time Series Proof of Concept Trading Implementation Results Conclusion. Overview. Correlation of Implied Volatilities

263 views • 15 slides

399 views • 13 slides

How to prepare yourself for a Quants job in the financial market?

How to prepare yourself for a Quants job in the financial market?. Strong knowledge of option pricing theory (quantitative models for pricing and hedging) Strong software design and development skills using C++

224 views • 11 slides