@BB-ok1jt
Please apply to real world markets. Examples would draw out the concepts. TY
@MADgamer9212
Swear you go from 0 to 100 so quick here haha.
@midoalpha9667
We Appreciate you a lot ❤❤
@rupeshpoudel3468
Do you mind providing us with some historical and current options data to work along? Say, in your case here: A panel data on non dividend paying European call, with many strikes and maturities.
@kevinshao9148
One question please 17:47, I can do the same algebra on dSt = St(mu*dt + sigma*dWt), then I can also say St also martingale. why is that not correct? Thank you!
@twistedsector2708
Thanks for the very nice explanation! Just one question: at 16:07, do we really need the term dS * d(1/B) ? It seems that Itô's lemma will only apply to dS and not to the d(1/B) piece. This is because there is no Wiener process present in B. Another way to see this is that the term dS * d(1/B) is of order (dt)^{3/2}. Furthermore, this is precisely the reason why the cross terms marked in yellow in the next slide do not contribute eventually. Am I correct?
@Maximus18.6
This is oriented to options and to be honest anyone can predict the future.
@anisamalik542
Hi, why do we have to calculate to the derivative of s(t)/b(t) ?
@retinapeg1846
This is literally like my Quantum Computing degree.
@_marcopk2434
Sorry, studying this i am very confused about the approach using risk neutral probability and feynmanc kac formula. Are they the same thing, or linked in somewhay?
@thomas.2132
It is totally wrong to hedge risk neutral you have to BUY a fraction of the underlying to follow the long option contract. Indeed if you are a banker you sell a call option to somebody, price of the Underlying rising and rising, you have to pay him a lot so of course you needed to buy the same amount to be in profit as well. Not to short the underlying
@gutefrage9425
How is it gonna work if you use made up probabilities and not the real probabilities?
@JackSmith-cd6eo
What did you study at university?
@retinapeg1846
Why is d(1/Bt) = - r *1/(Bt) *dt
@kaiwang2924
This one is definitely not for babies (like me).
@user34274
💦 💦
@matthowell6230