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KCL Mathematical Finance

This class was created by Brainscape user tyrion lannister. Visit their profile to learn more about the creator.

By: tyrion lannister
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Decks in this class (11)

Week 1
What is an option,
Difference between american and e...,
General formula for call option
12  cards
Week 2
In binomial 2 asset market what i...,
Denote expected value of 2 assets...,
Defining characteristic of martin...
9  cards
Week 3
Conditions for arbitrage in multi...,
Self financing portfolio definition,
No arbitrage in multiperiod binom...
17  cards
Week 4
Typical graph of call option valu...,
Typical graph of put option value...
2  cards
Week 5
Requirement for no abritrage with...,
Adapt binomial pricing algorithm ...,
Consequences of being able to exe...
13  cards
Week 6
A stochastic process is a marting...,
Show that brownian motion is a ma...,
Define a general ode and rewrite ...
11  cards
Week 7
Do not,
Exam will definitely have,
Stochastic process x is said to b...
10  cards
Week 8
Tower property,
Derive feynman kac formula,
Model stock price with bs
9  cards
Week 9
Derive delta of an option,
Hedging error,
Calculating implied vol
4  cards
Week 10
Compute option price from expecta...,
Steps for monte carlow option pri...,
Advantages disadvantages of monte...
9  cards
Exam Notes
Compute the risk neutral branchin...,
When integrating to compute call ...,
When calculating moments of w let wt
4  cards

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KCL Mathematical Finance

  • Class purpose General learning

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