December 2013
Beginner to intermediate
286 pages
5h 46m
English
Content preview from F# for Quantitative Finance
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Deriving the mathematics
In this section, we'll look at the mathematics needed to trade a delta neutral portfolio.
The following table presents values of a market neutral portfolio:
The following table shows the values of the market neutral portfolio for the next day:
Hedging with implied volatility
In this section, we are going to derive the mathematical tools for hedging with implied volatility to be able to watch the mark to market profit and loss.
The following is the mark to market profit from the current day to the next day:
Here, S is the stock price ...
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.