smq/directoryAn evolving quant resource archive
Back to directoryResource
Paper / 2024SMQ / 168273415772228
Replica del valor de un pool (CPM) y hedging de perdidas impermanentes
Agustín Muñoz González / Juan I. Sequeira y Ariel Dembling
derivatives / mathematical financeResource overview

Replica del valor de un pool (CPM) y hedging de perdidas impermanentes

Paper2024

by Agustín Muñoz González, Juan I. Sequeira y Ariel Dembling

Tags
derivativesmathematical financeoption pricingoptions hedging

Access resource

Open original source Understand this paper

Continue on SelfMadeQuant

Understand this paper

Suggested foundations for options and derivatives pricing. Specialist prerequisites vary by paper.

Before you read

  1. The Binomial Model

    Build replication and risk-neutral probabilities in a tractable model.

  2. Market Model and Risk-Neutral Valuation

    Distinguish pricing probabilities from physical forecasts.

Go further

  1. The Black-Scholes PDE, Formula and Implied Volatility

    Connect the pricing equation, closed-form value and implied volatility.

Explore a related reading path

Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Derivatives Pricing and Computational Finance

Keep exploring

Related resources

More ideas from similar topics.

6