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Probability and statistics / Normal distribution / Brownian motion / Black–Scholes / Characteristic function / Moment-generating function / Variance gamma process / Volatility / Compound Poisson process / Statistics / Stochastic processes / Probability theory


Imperial College of Science, Technology and Medicine
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Document Date: 2009-10-31 06:28:38


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File Size: 418,59 KB

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Facility

Imperial College of Science / Imperial College / /

Organization

Technology and Medicine Department / College of Science / Imperial College London / /

Person

John Crosby / Carr-Madan Base / Aleksandar Mijatovi / /

Position

project supervisor / Butler / /

Technology

pdf / /

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