2009072
| Frage | Antworten |
| Delta, Shares of stock bought to replicate a portfolio | |
| Money lent/borrowed to replicate portfolio | |
| Value of a Portfolio | |
| Signs on Delta and B, Put and Call | |
| Risk-neutral probability | |
| Value of Portfolio, risk-neutral | |
| Initial Stock Price, risk-neutral | |
| Realistic Probability | |
| Value of portfolio, Realistic probability | |
| Initial Stock Price, Realistic Probability | |
| Relationship between gamma, alpha, delta Realistic probability | |
| U, D for Standard Binomial Tree | Also called forward tree |
| U, D, for Cox-Ross-Rubenstein | |
| U, D for Lognormal Tree (Jarrow-Rudd Tree) | |
| No-Arbitrage Condition, Binomial Model | |
| Option on currencies, variable changes | |
| Risk-neutral probability for Futures Contracts | |
| Money Lent/Borrowed on Futures Contracts | |
| Q(u) | |
| Q(d) | |
| Q(u) + Q(d) | |
| Stocks purchased/sold, Utility | |
| Portfolio Value, Utility | |
| Risk-neutral probability, utility |
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