<--- Back to Details
First PageDocument Content
Statistics / Finance / Stochastic processes / Differential equations / Black–Scholes / Equations / Binomial options pricing model / Stochastic differential equation / Finite difference method / Mathematical finance / Financial economics / Options
Date: 2006-06-10 07:19:12
Statistics
Finance
Stochastic processes
Differential equations
Black–Scholes
Equations
Binomial options pricing model
Stochastic differential equation
Finite difference method
Mathematical finance
Financial economics
Options

NUMERICAL METHODS FOR THE VALUATION OF FINANCIAL DERIVATIVES

Add to Reading List

Source URL: users.aims.ac.za

Download Document from Source Website

File Size: 449,95 KB

Share Document on Facebook

Similar Documents

Journal of Financial Economics–24 Contents lists available at ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec

DocID: 1vaNn - View Document

ARTICLE IN PRESS Journal of Financial Economics–355 Contents lists available at ScienceDirect Journal of Financial Economics

DocID: 1v5HP - View Document

Why Bitcoin is destined to become a niche asset December 2017 Economic & Financial Analysis Economics

DocID: 1v5C9 - View Document

-1- Learning Lessons? The Global Financial Crisis five years on. Robert E. Marks Economics, the University of New South Wales, and the University of Melbourne

DocID: 1uYoL - View Document

Discussion of “CEO Compensation, Regulation, and Risk in Banks: Theory and Evidence from the Financial Crisis” Daniel Paravisini The London School of Economics and Political Science

DocID: 1uDmn - View Document