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4582PDE Scenario 17Why is writing down the Black-Scholes PDE alone not enough to price an option uniquely?数理金融中等essay未尝试面试订阅4583PDE Scenario 18Why should the PDE derivation and the martingale derivation agree on the same option value?数理金融中等essay未尝试面试订阅4584PDE Scenario 19Why is a portfolio that is locally riskless over dt not automatically globally riskless over the whole life of the option?数理金融中等essay未尝试面试订阅4585PDE First Step 20Before launching into the PDE derivation, what tradable hedge object should you define first?数理金融中等essay未尝试面试订阅4586PDE First Step 21Before writing Ito's lemma in full, what should you specify first about the option value function?数理金融中等essay未尝试面试订阅4587PDE First Step 22Before modifying the PDE for carry or dividends, what parameter should you identify first?数理金融中等essay未尝试面试订阅4588PDE First Step 23Before trying to solve the Black-Scholes PDE, what payoff-side condition should you write first?数理金融中等essay未尝试面试订阅4589PDE First Step 24Before interpreting delta as a trading quantity, what mathematical identity should you identify first?数理金融中等essay未尝试面试订阅4851Infer Rate From Crank-Nicolson Off-Diagonals 11Under the common Black-Scholes Crank-Nicolson convention alpha i = 0.25*Delta t*(sigma 2*i 2 - r*i) and gamma i = 0.25*Delta t*(sigma 2*i 2 + r*i). A grid dump reports i=2, Delta t=0.5, alpha i=0.0125, and gamma i=0.0275. What risk-free rate r is implied?数理金融中等数值题未尝试面试订阅