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by Btavin
May 18th, 2006, 12:37 pm
Forum: Student Forum
Topic: Discrete Hedging in B&S world
Replies: 3
Views: 105152

Discrete Hedging in B&S world

<t>Hi all,i am working on a report about limitations of the Black-Scholes approach, and I am currently focusing on the real-world impossibility of continuous reajustments on the replicating portfolio.I mean when a trader sells, for example, a call option he cashes the premium from the buyer. With th...
by Btavin
August 31st, 2005, 4:26 pm
Forum: Careers Forum
Topic: about French master in finmath (post in french)
Replies: 132
Views: 209844

about French master in finmath (post in french)

<t>Bonjour à tous,je profite de ce thread en français pour vous poser quelques questions au sujet de ma situation: je suis convoqué à un TEST par Laure Elie afin de pouvoir prononcer ou non mon admission à son DEA ...Quelqu'un ici est-il dans la même situation que moi ?Comme dois-je interpréter cett...