ASC570: Financial Economics II / College of Computing, Informatics and Mathematics
This course explains on hedging using option. Pricing the option, modeling stock price using lognormal distribution, the effect of Brownian motion and it's lemma to the option price.
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Teaching Resource |
| 語言: | English |
| 出版: |
2023
|
| 主題: | |
| 在線閱讀: | https://ir.uitm.edu.my/id/eprint/91221/1/91221.pdf https://ir.uitm.edu.my/id/eprint/91221/ |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 總結: | This course explains on hedging using option. Pricing the option, modeling stock price using lognormal distribution, the effect of Brownian motion and it's lemma to the option price. |
|---|