PPT-1 Lec 12B BOPM for Puts

Lec 12B BOPM for Puts Hull Ch12 Singleperiod BOPM Replicating Portfolio RiskNeutral Probabilities How to Exploit Arbitrage Opportunities Multiperiod BOPM Twoperiod RiskNeutral Probabilities. With Tim Wright. Tim Wright demonstrates how to reenter a sea kayak, a useful skill even if you are just paddling on the lake and find yourself out of your boat. Be sure to read the captions for explanation! And the be sure to practice yourself, for example with instruction at a lake session. Ruby. Ruby Arrays and Lists. 1. Enumerated Type – Ruby doesn’t have them. But there are cool workarounds. 2. Implementation of Arrays. Ruby's Arrays are backed by actual C arrays. When you first declare a basic array ([] or . and other languages… . Class Participation. Get out a piece of paper. You’ll be tracing some code (quick exercises) as we go along. Extending Class Behavior. May create subclasses (inheritance). May include/inherit methods from modules (mix-ins). Put-based Dairy Hedging Strategy. Dr. Marin Bozic. DairyIowa. Independence, IA – June 11, 2013. Iowa All-milk Price: Jan ’07-Feb ‘13. A simple hedging program with puts. Buy puts consistently, do not try to guess what the price will do next. Ruby. Ruby Code Blocks. Ruby Code Blocks. Code . blocks in Ruby are not like “blocks of code” in other programming . languages. Blocks are typically . associated. with method calls. Blocks . can . and other languages… . Reflection. Also called . introspection. Program can examine/modify its own state. set variables. call methods. add new methods. define new . objects. Who Am I? (said the object). Tk. . Tutorial. Dongsoo S. Kim. dskim@iupui.edu. What is . Tcl. /. Tk. ?. Tcl. : . T. ool . C. ommand . L. anguage. Interpreted programming (scripting) language. Build on-the-fly commands and procedures. A . COVER-UP . HATE RADIO?. PUTS J-P, MD, Brussels, 20100521. 20100522, ICTR . Defence. Symposium, Brussels, PUTS J.-P., MD.. GEOGRAPHY AND MUHABURA. The . Muhabura. . is. an . extinct. . volcano. Who. . am. I?. Maciej Mensfeld. 1/23. Presented . b. y. :. . Maciej Mensfeld. Ruby: An introduction . maciej@mensfeld.pl. dev.mensfeld.pl. github.com. /. mensfeld. senior . ruby. . developer@araneo.pl. types in Ruby and other languages… . Language Design - classes. Classes and objects (vs prototypes). Instance variables/encapsulation. Object creation. Object equality/comparison. Object type . type-safety. and other languages… . Reflection. Also called . introspection. Program can examine/modify its own state. set variables. call methods. add new methods. define new objects. Who Am I? (said the object). Class Participation. Get out a piece of paper. You’ll be tracing some code (quick exercises) as we go along. Also: have . RubyInheritance-n.rb. files ready to be opened – you can run those to verify your trace is correct. The seller or (writer) of a Call options contract is obligated to deliver the underlying the underlying asset at the agreed upon price. Short Naked Calls has . UNLIMITED. risk of loss. The seller (writer) of a Put option contract is obligated to . C/C++ Basics Basic Concepts Basic functions of each language: Input, output, math, decision, repetition Types of errors: Syntax errors, logic errors, runtime errors. Debugging Machine language, assembly language, high level languages