ARTICLES AVEC LE TAG : "IV B. Mathematical Interpretations and Philosophical Insights"



The joint probability of default simply explained
It is essential to understand the risk of simultaneous default by several entities, particularly when it comes to credit derivatives such as basket credit default swaps. The joint probability of default and its correlation are key to understanding this risk. The correlation between two random variables X and Y is given by the formula : correlation(X, Y) = covariance(X, Y) / (σ_X * σ_Y) Where: - covariance(X, Y) is the covariance between X and Y. - sigma_X and sigma_Y are the standard...
How to derive the Black-Scholes PDE simply explained
IV. Advanced Concepts and Theories · 11. février 2023
Unlock the Black-Scholes PDE with our easy step-by-step guide! Perfect for new quants or those needing a refresher. Dive into options pricing effortlessly! 🌟📈 Check the link to begin! #QuantitativeFinance #OptionsPricing


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