Index
- 3D plotting, the Greeks
- Absorption, Euler schemes
- accounting issues
- adaptation to filtrations
- admissible trading strategies
- advanced topics, Python
- algebras
- concepts
- definition
- generation
- American option pricing
- conclusions
- continuation values
- dual formulations
- dynamic delta hedging
- financial model
- MCS
- numerical results
- primal formulations
- problem formulations
- put options
- Python fundamentals
- valuation algorithms
- American short condor spreads
- Anaconda
- appendix
- approximations
- see also interpolations; regression…
- concepts
- Python fundamentals
- arange
- arbitrage opportunities
- arbitrage pricing theory
- arbitrage-free factors (NA)
- array, concepts
- array operations
- concepts
- indices
- Arrow-Debreu securities
- Asian options
- at-the-money options (ATM)
- attainable contingent claims
- attributes, classes
- autocorrelation
- B96 model see Bates stochastic volatility jump model…
- Bachelier model, definition
- backwards induction
- Bakshi-Cao-Chen general market model (BCC97 model)
- calibration
- definition
- dynamic delta hedging study
- features of the framework
- MCS
- problems
- Python fundamentals
- Bank of America
- bar charts, concepts
- bar plots, concepts
- barrier options
- baskets
- Bates stochastic volatility jump model (B96 model)
- BCC97 see Bakshi-Cao-Chen general market model…
- Bermudan options
- bid/ask spreads
- binomial option pricing models
- see also Cox-Ross-Rubinstein…
- concepts
- Python fundamentals
- Black-Scholes-Merton option pricing model (BSM)
- see also implied volatilities
- conclusions
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