Short-Term Interest Derivatives FRA, Futures, Repos, Money Market Swaps, OIS, Arbitrage Strategien, Zusammenhänge zwischen den Instrumenten
Optionen FX und Zinsoptionen: innerer Wert und Zeitwert, Aussagen von Delta, Gamma, Vega und Theta, Delta Hedging, Optionsstrategien
Risikoarten Kredit-, Markt-, Liquiditäts- und operationales Risiko;
www.financetrainer.comShort-term interest derivatives FRAs, futures, money market swaps, OIS, arbitrage strategies, correlations between instruments
Options FX and interest options: inherent value and MTM, meaning of delta, gamma, vega and theta, delta hedging, options strategies
Risk factors Credit, market, liquidity and operational risk: risk capital, risk components of the relevant instruments, CLS, collaterals, netting, limits and VaR;
www.financetrainer.comWertpapierpreise mit Standardmodellen für Kapitalmärkte nach Black und Black-Scholes berechnen
Sensitivitätskennzahlen von Optionen wie Lambda, Theta und Delta berechnen
Mit der Financial Instruments Toolbox können Sie außerdem die Preise von Wertpapier- und Zinsderivaten bestimmen.
www.mathworks.deUse a standard market model of equity pricing with Black and Black-Scholes formulas
Compute the sensitivities of option greeks, such as lambda, theta, and delta
With Financial Instruments Toolbox, you can price equity and fixed-income derivatives using a range of models and methods, including Heath-Jarrow-Morton and Cox-Ross-Rubinstein binomial models.
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