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  • Financial options are those derivative contracts in which the underlying assets are financial instruments such as stocks, bonds or an interest rate. The Black-Scholes model traces the evolution of the option´s key underlying variables in continuous-time. In mathematical finance, the greeks are the quantities representing the sensitivities of derivatives such as options to a change in underlying parameters on which the value function of an instrument or portfolio of financial instruments is dependent. The name is used because the most common of these sensitivities are often denoted by Greek letters.
  • Financial options are those derivative contracts in which the underlying assets are financial instruments such as stocks, bonds or an interest rate. The Black-Scholes model traces the evolution of the option´s key underlying variables in continuous-time. In mathematical finance, the greeks are the quantities representing the sensitivities of derivatives such as options to a change in underlying parameters on which the value function of an instrument or portfolio of financial instruments is dependent. The name is used because the most common of these sensitivities are often denoted by Greek letters. (en)
Title
  • The Formulas for Ultima Greek
  • The Formulas for Ultima Greek (en)
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  • The Formulas for Ultima Greek
  • The Formulas for Ultima Greek (en)
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  • RIV/26138077:_____/12:#0000317!RIV13-MSM-26138077
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  • RIV/26138077:_____/12:#0000317
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  • Statistical and mathematical data mining tools; Black-Scholes model; Greeks of third order derivates (en)
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  • [1B394E4CF3DF]
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  • Proceedings (OEDM SERM 2011)
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  • Havlíček, Ivan
  • Záškodný, Přemysl
  • Pavlát, Vladislav
  • Hrdlička, Lukáš
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  • 978-80-904948-1-7
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