'Finance national taiwan university' presentation slideshows

A New Simple Square Root Option Pricing Model

A New Simple Square Root Option Pricing Model Yaw-Huei Wang Associate Professor Department of Finance National Taiwan University Introduction The option pricing model of Black and Scholes (1973) is among the most important works in finance theory.

841 views • 31 slides

Static Hedge

Static Hedge. Dr. San-Lin Chung Department of Finance National Taiwan University. How Difficult is it to Hedge Exotic Options?. In some cases exotic options are easier to hedge than the corresponding vanilla options. (e.g., Asian options) ? gamma is relatively small

287 views • 15 slides

221 views • 7 slides