From 9c3de7223137d231ab44297cd4b0ad5ba43a3b02 Mon Sep 17 00:00:00 2001 From: hudde Date: Thu, 1 Feb 2024 15:50:11 +0100 Subject: [PATCH] Dear @bahung, Thank you very much for the idea to link the course description! The course description mentions Risk-neutral valuation, the Black Scholes Model, and hedging. This of course includes option valuation and Delta-hedging, which use the Greek Delta. But we also covered other Greeks in the course. --- paper.md | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/paper.md b/paper.md index 821137b..0b72644 100644 --- a/paper.md +++ b/paper.md @@ -71,8 +71,10 @@ Shiny app, and with the computation of Greeks in jump diffusion models. `greeks` has been applied to investigate the performance of Monte Carlo Greeks for jump diffusion Models from [@Hudde:2023]. -Furthermore, `greeks` is used in graduate courses in financial mathematics to -provide a better understanding of option prices and Greeks by interactive +Furthermore, `greeks` is used in graduate courses in financial mathematics (such +as +https://www.hs-koblenz.de/fileadmin/media/fb_mathematik-und-technik/Pruefungsamt-Dokumente/Modulhandbuch_Ma-AM_aktuell.pdf#page=32) +to provide a better understanding of option prices and Greeks by interactive visualizations. `greeks` is also suited for financial risk management purposes.