Financial Simulation Hw Essay Preview: Financial Simulation Hw Report this essay Mike PenaProf. Aparna GuptaFinancial SimulationHW091 Implied VolatilityNote: Implied Vol Decreases as option becomes ITM[pic 1][pic 2]2 CEV[pic 3]2 Protective Put[pic 4][pic 5]OUTPUTQ2. Protective Put Initial Cost:230.4262 Payoff per Share: mean (4.7916), sd (6.4967) Profit per Share: mean (1.0354), sd (6.4967) 2 Stop LossOUTPUTQ2. Stop-Loss.
Essay On Data Inputs
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Pages • 2
Financial Simulation Essay Preview: Financial Simulation Report this essay Mike PenaProf. Aparna GuptaFinancial SimulationHW101 Exchange OptionNote: 99% CI taken into account in Width.OUTPUTQ1. Exchange Option Price: 15.3804, Width: 0.1421[pic 1]2 Compound OptionNote: 99% CI taken into account in Width.OUTPUTQ2. Compound Option Price: 1.2389, Width: 0.01053 Control VariatesNote: 99% CI taken into account in Width. Additionally,.
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