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 |
| 语言: | English |
| 出版: |
2023
|
| 主题: | |
| 在线阅读: | https://ir.uitm.edu.my/id/eprint/91221/1/91221.pdf https://ir.uitm.edu.my/id/eprint/91221/ |
| 标签: |
添加标签
没有标签, 成为第一个标记此记录!
|