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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Bibliographic Details
Main Author: UiTM, College of Computing, Informatics and Mathematics
Format: Teaching Resource
Language:English
Published: 2023
Subjects:
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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