Functional Itô Calculus and Volatility Risk Management Bruno Dupire Bloomberg L.P/NYU AIMS Day 1 Cape Town, February 17, 2011.
Non-Uniform Adaptive Meshing for One-Asset Problems in Finance Sammy Huen Supervisor: R. Bruce Simpson Scientific Computation Group University of Waterloo.
The Greek Letters. ILLUSTRATION The financial institution has sold for $300,000 a European call option on 100,000 shares of a non- dividend-paying stock.
