Explore the concept of optionality as a binary operation in this insightful lecture by Peter Carr, Department Chair at NYU Tandon School of Engineering. Delve into topics such as binary operations, the relativity of time, and properties of binary operations. Examine the classification of binary operations and their application to optionality. Learn about premium calculation, market building, and evaluation techniques. Investigate advanced concepts like conjugate power, gagu, skewness, standard quantity, and weight. Gain valuable insights into ball graphs and model development in this comprehensive presentation from the Brooklyn Quant Experience Lecture Series.
Overview
Syllabus
Introduction
Title
Binary Operations
Time is Relative
Properties of Binary Operations
Classification of Binary Operations
Optionality
Premium
Market Building
Evaluation
conjugate power gagum
skewness
standard quantity
weight
ball graph
model
Taught by
NYU Tandon School of Engineering
