When I was reading the book Martingale method in financial modeling. In the local volatility part(P248-P249 of 2nd version), author gives me two formulas. One take the derivatives of the call with respect to K, another with respect to s. How to interpret this and explain this? Can anyone help?
Hi guys, do you have any opinions or comments on WHO is the MOST significant person in the history of QUANT/FE/MF.
I personally like Fisher Black and I vote for the hero!!
Just received three programs admission due to my poor background. Not sure which one is better and which one I should attend.
Almost I have withdrew MFE program from Claremont Graduate Univ. because of the high costs(about 50k with 20% tuition waiver).
So, for the MMF program in Illinois...
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