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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.

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Main Author: UiTM, College of Computing, Informatics and Mathematics
Format: Teaching Resource
Language:English
Published: 2023
Subjects:
Curriculum
Universiti Teknologi MARA
Online Access:https://ir.uitm.edu.my/id/eprint/91221/1/91221.pdf
https://ir.uitm.edu.my/id/eprint/91221/
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id my.uitm.ir.91221
record_format eprints
spelling my.uitm.ir.912212024-03-15T06:59:16Z https://ir.uitm.edu.my/id/eprint/91221/ ASC570: Financial Economics II / College of Computing, Informatics and Mathematics UiTM, College of Computing, Informatics and Mathematics Curriculum Universiti Teknologi MARA 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. 2023 Teaching Resource NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/91221/1/91221.pdf ASC570: Financial Economics II / College of Computing, Informatics and Mathematics. (2023) [Teaching Resource] (Unpublished)
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Curriculum
Universiti Teknologi MARA
spellingShingle Curriculum
Universiti Teknologi MARA
UiTM, College of Computing, Informatics and Mathematics
ASC570: Financial Economics II / College of Computing, Informatics and Mathematics
description 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.
format Teaching Resource
author UiTM, College of Computing, Informatics and Mathematics
author_facet UiTM, College of Computing, Informatics and Mathematics
author_sort UiTM, College of Computing, Informatics and Mathematics
title ASC570: Financial Economics II / College of Computing, Informatics and Mathematics
title_short ASC570: Financial Economics II / College of Computing, Informatics and Mathematics
title_full ASC570: Financial Economics II / College of Computing, Informatics and Mathematics
title_fullStr ASC570: Financial Economics II / College of Computing, Informatics and Mathematics
title_full_unstemmed ASC570: Financial Economics II / College of Computing, Informatics and Mathematics
title_sort asc570: financial economics ii / college of computing, informatics and mathematics
publishDate 2023
url https://ir.uitm.edu.my/id/eprint/91221/1/91221.pdf
https://ir.uitm.edu.my/id/eprint/91221/
_version_ 1794641362675564544
score 13.211869

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