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Hi, Regarding State Price Deflator, I am unable to understand how its adapted to price a derivative at time t as mentioned in the notes Vt =...
So, a(T-t) is a differentiable function of (T-t). Further, will it make more sense if I write as below: dh(t)/dt = d[a(T-t) - x]/d[a(T-t)] *...
Hi Steve, Here, I think I am also missing some thing as for me dh(t)/dt is coming as a'(T-t) + a(-1). Can you please point out what I am missing...
Thanks
Thanks. I don't know if my understanding is correct, but if Asset A is positively skewed then the probability of return more than mean is less...
Hi Steve, On the same question, can you please let me know how; if a risk free asset is available, the new efficient frontier is the straight...
Hi, As per introductory paragraph, if Assest A and B have same expectation and variance and if Assest A is positively skewed and Assest B is...
Many Thanks Steve.
Hi Steve, Thanks for your response. I have noted and understood that how u and d are derived under section 6 'calibrating binomial models'....
Thanks Alvin.
Hi Steve, Can you please let me know how or from where you got "S(t) * u * exp(-v*dt) and S(t) * d * exp(-v*dt)" Also, I am unable to understand...
Hi, Regarding question 12.5 and graph 3, as per my understanding when the interest rate is zero, the value of call option should be max{S-K,0}...
