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01.11.21 · London
Time is Away: Bubble Realism part 1
We will discuss the weaknesses of the Black-Scholes model and geometric Brownian motion, and this leads us directly to the concept of the volatility surface which we will discuss in some detail. We will also derive and study the Black-Scholes Greeks and discuss how they are used in practice to hedge option portfolios.
Tracklist
- Robert Fripp feat. Barry Andrews, Brian Eno, Daryl Hall, Jerry Marotta, Narada Michael Walden, Peter Gabriel, Peter Hammill, Phil Collins, Sid McGinnis, Terre Roche, Tony Levin
Preface - Dreamland
- Persona Non Grata
- The Psychic
- From Beyond And Back
- To Give
- EquinoxxThingamajigama (Instrumental)
- Autonomia DivisionRays
- Tonnes Of TonesTeardrops
- Listen
- Untitled
- World A
- The Fourth Wave
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