MA348exam 1999

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risk free and risky assets and the market price of risk
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    risk free and risky assets and the market price of risk
    risk free and risky assets and the market price of risk
    European calls and puts, a straddle and a butterfly spread
    European calls and puts, a straddle and a butterfly spread
    Itos lemma, Black-Scholes equation and a perpetual option
    Itos lemma, Black-Scholes equation and a perpetual option
    forward contract, Black-Scholes equation and an option on a future
    forward contract, Black-Scholes equation and an option on a future
    Black-Scholes equation, a European down-and-out call and the payoff of a portfolio
    Black-Scholes equation, a European down-and-out call and the payoff of a portfolio
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    MA348exam 1999

    Exam questions and solutions in LaTex

    Added By:
    Mathbank
    Date Added: 22 Apr 2009 12:21
    Tags: Exam Answer, forward contract Black-Scholes option future, European calls puts straddle butterfly spread, risk assets market price, European average rate option, path-dependent European option strike average, Black-Scholes call options, Itos lemma Black-Scholes perpetual option, Exam Question, Financial Mathematics, mathbank, Black-Scholes European down-and-out call payoff
    Viewing permissions: World
    Link: http://edshare.soton.ac.uk/id/eprint/2291
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