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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| フォーマット: | Teaching Resource |
| 言語: | English |
| 出版事項: |
2023
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| オンライン･アクセス: | https://ir.uitm.edu.my/id/eprint/91221/1/91221.pdf https://ir.uitm.edu.my/id/eprint/91221/ |
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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 (2023) [Teaching Resource] (Unpublished) |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 |
13.251813 |