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[paper] general structure and comments #18
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Dear @bahung, Thank you very much for your comments!
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3.1:. I am a professor of Data Science and use this package in my graduate course in financial mathematics. |
Hi @ahudde, Thank you for your responses, It is also related to issue #2 3.1 it is great that the app is used wildly, kindly include a link to the course you are teaching, that I think will be a win for both sides. That's all for the paper. I will comment for the app in other issues. |
Dear @bahung, For 1. and 2., I opened a new issue #19. I think it's better to address your points with single issues. But I will need more help from you with this issue. I will address this later. I am currently teaching a masters course in financial mathematics of master students of applied mathematics. At our university, the course sites are restricted to students of the course. The course curriculum includes the Black Scholes Model and the computation of Greeks. We use the shiny app to get a better intuitition of options prices and greeks. Do you want to know the curriculum of the course, or what information is lacking? |
Hi @ahudde |
Dear @bahung, Thank you very much for the idea to link the course description! I added the link (see 9c3de72). 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. |
Dear @bahung, |
Hi @ahudde, With "greeks is used in graduate courses in financial mathematics to provide a better understanding of option prices and Greeks by interactive visualizations." and the page at the link you provided https://www.hs-koblenz.de/fileadmin/media/fb_mathematik-und-technik/Pruefungsamt-Dokumente/Modulhandbuch_Ma-AM_aktuell.pdf#page=32, it seems there is no explicitly mention about your greeks software being used to calculate Greeks. If it is not possible to provide evidence to such claim, please consider rewrite it to make this statement clear. Bests |
@bahung : I reformulated this sentence. What do you think? Yours, Anselm |
Hi @ahudde
Below are my comments for your paper current version:
Please cite the appropriate source here or provide evidence to such claims.
and how to visualize and interact with computational tools:
Bests
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