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Zerodha Broking Ltd. is an Indian stock broker and financial services company that is member of the National Stock Exchange of India (NSE), Bombay Stock Exchange (BSE), and the Multi Commodity Exchange (MCX). It offers institutional and retail brokerage, currency and commodity trading, mutual funds and bonds.
The binomial pricing model traces the evolution of the option's key underlying variables in discrete-time. This is done by means of a binomial lattice (Tree), for a number of time steps between the valuation and expiration dates. Each node in the lattice represents a possible price of the underlying at a given point in time.
Margrabe's formula. In mathematical finance, Margrabe's formula[ 1] is an option pricing formula applicable to an option to exchange one risky asset for another risky asset at maturity. It was derived by William Margrabe (PhD Chicago) in 1978. Margrabe's paper has been cited by over 2000 subsequent articles.
Miscellanea. v. t. e. In mathematics, matrix calculus is a specialized notation for doing multivariable calculus, especially over spaces of matrices. It collects the various partial derivatives of a single function with respect to many variables, and/or of a multivariate function with respect to a single variable, into vectors and matrices that ...
In machine learning, the hinge loss is a loss function used for training classifiers. The hinge loss is used for "maximum-margin" classification, most notably for support vector machines (SVMs). [ 1] For an intended output t = ±1 and a classifier score y, the hinge loss of the prediction y is defined as. Note that should be the "raw" output of ...
Stability derivatives, and also control derivatives, are measures of how particular forces and moments on an aircraft change as other parameters related to stability change (parameters such as airspeed, altitude, angle of attack, etc.). For a defined "trim" flight condition, changes and oscillations occur in these parameters.
Bloomberg Integrates Margin Calculator for Swap Participants Institutional Investors Gain Added Transparency and Efficiency Using LCH.Clearnet's Tool on the Bloomberg Professional Service as Swap ...
A long butterfly options strategy consists of the following options : Long 1 call with a strike price of (X − a) Short 2 calls with a strike price of X. Long 1 call with a strike price of (X + a) where X = the spot price (i.e. current market price of underlying) and a > 0. Using put–call parity a long butterfly can also be created as follows: