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Demonstrations 221 - 240 of 350
Terminal Wealth Optimization with Power and Log Utility
Optimization of Cobb-Douglas Function
Minimal Model of Simulating Prices of Financial Securities Using an Iterated Finite Automaton
The Poisson Process
Assessor Model for Simulated Test Markets
Capacity Planning for Short Life Cycle Products: The Newsvendor Model
Robustness of the Longstaff-Schwartz LSM Method of Pricing American Derivatives
Tinbergen-Solow Production Function
Sensitivity, Specificity, and Incidence
Pricing a Bermudan Option with the Longstaff-Schwartz Monte Carlo Method
Hedging the European Put Option
Distribution of Returns from Merton's Jump Diffusion Model
Pricing Power Options in the Black-Scholes Model
Hedging the Black-Scholes Call Option
Implied Volatility in Merton's Jump Diffusion Model
Monte Carlo Valuation of an Option
Valuation and Management of Bonds
Options: Time Value
Basic Option Trading Strategies
The Hazards of Propping Up: Bubbles and Chaos
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