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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Format: | Teaching Resource |
Language: | English |
Published: |
2023
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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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