Delta-Hedging

Loading...
Del curso dictado por Columbia University
Financial Engineering and Risk Management Part II
411 calificaciones
Columbia University
411 calificaciones
De la lección
Equity Derivatives in Practice: Part I
Problems with mean-variance analysis; ETFs and leveraged ETFs; VaR and CVaR for asset allocation; survivorship bias, performance evaluation and other statistical pitfalls.

Conoce a los instructores

  • Martin Haugh
    Martin Haugh
    Co-Director, Center for Financial Engineering
    Industrial Engineering & Operations Research
  • Garud Iyengar
    Garud Iyengar
    Professor
    Industrial Engineering and Operations Research Department

Explora nuestro catálogo

Inscríbete de manera gratuita y obtén recomendaciones personalizadas, actualizaciones y ofertas.