Ilya Gikhman
2
Followers
Personal Information
Unternehmen/Arbeitsplatz
Mason United States
Branche
Education
Tags
derivatives
option pricing
stochastic volatility
stochastic differential equations
credit risk
finance
local volatility
derivatives pricing
hedging
options
local volatility.
implied volatility
black scholes pricing
american options pricing
american call put options pricing
probability and quantum mechanics
black scholes option pricing.
dynamic hedging
variance swap
cva
fixed income
option pri
perfect hedging.
black scholes equation
производные инструменты
Деривативы
mark-to-market
no arbitrage pricing
stochastic partial differential equations
black scholes
overnight indexed swap
mtm
libor
стохастические уравнения
ВЕРОЯТНОСТЬ
Mehr anzeigen
- Präsentationen
- Dokumente
- Infografiken