'Black scholes formula' diaporamas de présentation

Chapter 5

Chapter 5. European Option Pricing ------ Black-Scholes Formula. Introduction. In this chapter, we will describe the price movement of an underlying asset by a continuous model --- geometrical Brownian motion .

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Chapter 5

Chapter 5. European Option Pricing ------ Black-Scholes Formula. Introduction. In this chapter, we will describe the price movement of an underlying asset by a continuous model --- geometrical Brownian motion .

1.15k views • 114 slides

MBA795 Strategy Formulation

366 views • 27 slides

Tutorial 5

Tutorial 5. Yufeng Yao. The Black-Scholes differential equation. Assumptions: The stock price follows a Geometric Brownian Motion. The short selling of securities is permitted. There are no transactions costs or taxes. All securities are perfectly divisible (1/3 stocks).

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Similarities between Market Behavior and Network Traffic

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