Time is Away: Bubble Realism part 1 1st November 2021 | Listen on NTS

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Deep House Prog Rock Leftfield House

We will discuss the weaknesses of the Black-Scholes model and geometric Brownian motion, and this leads us directly to the concept of the volatility surface which we will discuss in some detail. We will also derive and study the Black-Scholes Greeks and discuss how they are used in practice to hedge option portfolios.

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