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the ppt of the project
#17
nictra23
opened
11 months ago
0
The overall of the proejct in pdf
#16
nictra23
opened
11 months ago
1
PDF of the project
#15
nictra23
opened
1 year ago
1
Estimate the implied volatility for the problem in part d). How does it compare with the historical volatility?
#14
nictra23
opened
1 year ago
0
Use a Monte Carlo method with Control variables to estimate the price of a Jun 2023 European call option.where r = 0.05 ,S, = current price ,K = S + $200.
#13
nictra23
opened
1 year ago
0
Use a Monte Carlo method with Antithetic variates to estimate the price of a Jun 2023 European call option where r = 0.05 ，S = current price , K = S + $200.
#12
nictra23
opened
1 year ago
0
Use a simple Monte Carlo method to estimate the price of a Jun 2023 European call option, wherer=0.05 So=current price,K=So+$200.
#11
nictra23
opened
1 year ago
0
Use B-S formula to calculate the price of a Jun 2023 European call option Calculate the Delta, Gamma, Vega, rho of this option at the start of the option's life.
#10
nictra23
opened
1 year ago
0
Use binomial tree approch to estimate the price of American put option
#9
nictra23
opened
1 year ago
0
Use binomial tree approch to estimate the price of European Call option
#8
nictra23
opened
1 year ago
0
Project Detail
#7
nictra23
opened
1 year ago
0
Autocorrelation for Multi-Factor strategy in different industry
#6
nictra23
opened
1 year ago
4
Industry Analysis for Multifactor trading strategy
#5
nictra23
opened
1 year ago
1
Multi-factor comparison (combining different factors separately)
#4
nictra23
opened
1 year ago
7
Based on the multi-factor strategy, we study the sensitivity and influence of excellent stock selection factors
#3
nictra23
opened
1 year ago
4
Non-liquidity factor stock selection based on the shortest path of K-line
#2
nictra23
opened
1 year ago
1
Chief Quality Factor - Gross Profitability
#1
nictra23
opened
1 year ago
2