Home

Derivative Securities

Pricing and hedging derivative securities in markets with uncertain volatilities

Submitted by cahn on 19 June, 2007 - 5:30pm

...a model for pricing and hedging derivative securities and option portfolios in an environment where the volatility is not known precisely, but is assumed instead to lie between two extreme values $ \sigma_{min} $ and $ \sigma_{max} $.... ...the "pricing" volatility is selected dynamically from the two extreme values $ \sigma_{min} $, $ \sigma_{max} $, according to the convexity of the value-function.....

»

What did I say then?

Recursively chmod directories only

Submitted by cahn on 23 December, 2007 - 10:24pm


find . -type d -exec chmod 755 {} \;

This will recursively search your directory tree (starting at dir ‘dot’) and chmod 755 all directories only.

Similarly, the following will chmod all files only (and ignore the directories):


find . -type f -exec chmod 644 {} \;

»
Syndicate content