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riskless and risky investments and the market price of risk | binomial model for asset price changes | stochastic differential equations and instantaneously risk-free portfolios | Black-Scholes equation, spot price and option price | cash-or-nothing puts and calls, payoff diagrams and the Black-Scholes equation |
MA348exam 1998 pdf
Exam questions and solutions in PDF
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Mathbank
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| Date Added: | 22 Apr 2009 12:41 |
| Tags: | Exam Answer, Black-Scholes down-and-out barrier call option, Stochastic Processes, Black-Scholes spot option price, Binomial Distribution, payoff diagrams Black Scholes, binomial model , Exam Question, Financial Mathematics, stochastic risk free portfolios, risk investments market price, Black-Scholes implied volatility payoff, mathbank, Black-Scholes European forward start call option |
| Viewing permissions: | World |
| Link: | http://edshare.soton.ac.uk/id/eprint/2424 |
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