目录 A容量-络合滴定法 1锑镀液 A11用高锰酸钾测定锑

Three Alternative Strategies · Take position in: -the option and the underlying -2 or more options of the same type This is known as spread -a mixture of calls and puts This is known as a combination

A Simple Binomial Model of Stock Price Movements In a binomial model, the stock price at the BEGINNING of period can lead to only 2 stock prices at the END of that period

The stock Price Assumption Consider a stock whose price is s In a short period of time of length At the change in then stock price S is assumed to be normal with mean Sdt and standard deviation os√△, that is, S follows geometric Brownian motion ds=u Sdt+oSdz Then dInS=( )dt+oda

Example AFI has SOLD for $300,000 a European call on 100,000 shares of a non-dividend paying stock: S 0 =49 =50 r=5%=20% μ=13% T =20 weeks The Black-Scholes value of the option is $240,000 How does the Fl hedge its risk?

陀螺近似理论 1 陀螺基本公式 陀螺:定点运动的轴对称刚体(A=B) 我们知道若AB,则刚体作规则进动; 反之,若刚体规则进动且A=B,那么=

LESSON ONE WHAT PLANTS NEED To grow satisfactorily a plant needs warmth light, water, carbon dioxide and about a dozen other chemical elements which it can obtain from the soil. WARMTH Most crop plants in this country start growing when the average daily temperature is above 6C(42F). Growth is best between 16C(60F)and 27C(80F). These temperatures apply to thermometer readings taken in the shade

第一章 15 (a)The trader sells 100 million yen for $0.0080 per yen when the exchange rate is $0.0074 per yen. The gain is 100x0.0006 millions of dollars or $60,000. ()The trader sells 100 million yen for $0.0080 per yen when the exchange rate is $0.0091 per yen. The loss is 100.0011 millions of dollars or $110,000. 1.6 you could buy 5,000 put options (or 50 contracts)with a strike price of

5.1 Digital Processing of Continuous-Time Signals Digital processing of a continuous-time signal involves the following basic steps: (1) Conversion of the continuous-time signal into discrete-time signal, ()Processing of the discrete-time signal, (3) Conversion of the processed discrete- time signal back into a continuous-time signal

3.1 Discrete-Time Fourier Transform Definition- The discrete-time Fourier transform (DTFT) X(eio) of a sequence x[n] is given by jae In general,() is a complex function of the real variable and can be written as X(eio) Xre(eio) +j Xim(eio)