Ihre Diagnose? Fall 4

Signalraumdetektion und ihre Anwendungen

Derivative Securities – Section 4 – Fall 2004

Lognormal price dynamics and passage to the continuum limit. After a brief recap of our pricing formula, this section introduces the lognormal model of stock price dynamics, and explains how it can be approximated using binomial trees. Then we use these binomial trees to price contingent claims. The Black-Scholes analysis is obtained in the limit δt → 0. As usual, Baxter–Rennie captures the cen...

Derivative Securities – Fall 2007– Section 4 Notes

Lognormal price dynamics and passage to the continuum limit. After a brief recap of our pricing formula, this section introduces the lognormal model of stock price dynamics, and explains how it can be approximated using binomial trees. Then we use these binomial trees to price contingent claims. The Black-Scholes analysis is obtained in the limit δt→ 0. As usual, Baxter–Rennie captures the cent...

COMS 6998 - 4 Fall 2017 Presenter : Yanlin

In former lectures, we have learned a lot about online learning. The basic idea is to keep a subset of hypothesis space as the version space and reduce the version space by new data or queries. And we consider the data in any arbitrary form, which means we don’t have any specific hypothesis on data’s schema itself. Although it can be generalized easily, still we want to make a practical effort ...

Notes for COMS 6998-4 Fall 2017