Search results
Results from the WOW.Com Content Network
Jamshidian's trick is a technique for one-factor asset price models, which re-expresses an option on a portfolio of assets as a portfolio of options. It was developed by Farshid Jamshidian in 1989. The trick relies on the following simple, but very useful mathematical observation.
Options Clearing Corporation's (OCC) Options Symbology Initiative (OSI) mandated an industry-wide change to a new option symbol structure, resulting in option symbols 21 characters in length. March 2010 - May 2010 was the symbol consolidation period in which all outgoing option roots will be replaced with the underlying stock symbol.
ISO 31-11:1992 was the part of international standard ISO 31 that defines mathematical signs and symbols for use in physical sciences and technology.It was superseded in 2009 by ISO 80000-2:2009 and subsequently revised in 2019 as ISO-80000-2:2019.
The code can also be constructed as the quadratic residue code of length 11 over the finite field F 3 (i.e., the Galois Field GF(3)). Used in a football pool with 11 games, the ternary Golay code corresponds to 729 bets and guarantees exactly one bet with at most 2 wrong outcomes. The set of codewords with Hamming weight 5 is a 3-(11,5,4) design.
Genius (also known as the Genius Math Tool) is a free open-source numerical computing environment and programming language, [2] similar in some aspects to MATLAB, GNU Octave, Mathematica and Maple. Genius is aimed at mathematical experimentation rather than computationally intensive tasks. It is also very useful as just a calculator.
A Monte Carlo rejection scheme is used repeatedly until the desired cell population is obtained, as follows: x and y cell coordinates are chosen randomly, and a random number between 0 and 1 is assigned; the (x, y) cell is then populated depending on whether the assigned number is lesser than (outcome: not populated) or greater or equal to ...
The fuzzy pay-off method for real option valuation (FPOM or pay-off method) [1] is a method for valuing real options, developed by Mikael Collan, Robert Fullér, and József Mezei; and published in 2009. It is based on the use of fuzzy logic and fuzzy numbers for the creation of the possible pay-off distribution of a project (real
The second-level codes are a single letter from the Latin alphabet. These represent specific areas covered by the first-level discipline. The second-level codes vary from discipline to discipline. For example, for differential geometry, the top-level code is 53, and the second-level codes are: A for classical differential geometry