'Gaussian random variable' diaporamas de présentation

The Black-Scholes Model for Option Pricing - 2

The Black-Scholes Model for Option Pricing - 2. -Mahantesh Halappanavar -Meeting-3, 09-11-2007. The Black-Scholes Model: Basics. Assumptions:. No dividends are paid on the underlying stock during the life of the option. Option can only be exercised at expiry (European style).

504 views • 28 slides

Error Analysis

562 views • 18 slides

Probability Programming Assignment #2 Gaussian Radom Variable

Probability Programming Assignment #2 Gaussian Radom Variable. Jian -Yi Lu Visual Communications Laboratory Department of Communications Engineering, National Central University No. 300, Jhongda Rd., Jhongli City, Taoyuan County 32001, Taiwan (R.O.C.) E-mail : j70264@hotmail.com.

155 views • 5 slides