Homework Help, Textbook Solutions & Study Documents for An Undergraduate Introduction to Financial Mathematics

An Undergraduate Introduction to Financial Mathematics
An Undergraduate Introduction to Financial Mathematics

Author: J Robert Buchanan

ISBN: 9789812835352

Documents: 15

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  • 3_MonteCarlo_st_S08
    103 Pages
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    3_MonteCarlo_st_S08
    Course: MATH 5300
    School: Maple Springs

    3. Monte Carlo Simulations Math6911 S08, HM Zhu References 1. Chapters 4 and 8, "Numerical Methods in Finance" 2. Chapters 17.6-17.7, "Options, Futures and Other Derivatives" 3. George S. Fishman, Monte Carlo: concepts, algorithms, and application

  • Lec6
    1 Pages
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    Lec6
    Course: FACULTY 9797
    School: CUNY Baruch

    The Black-Scholes Model Liuren Wu Zicklin School of Business, Baruch College Options Markets (Hull chapter: 12, 13, 14) Liuren Wu The Black-Scholes Model Options Markets 1 / 19 The Black-Scholes-Merton (BSM) model Black and Scholes (1973) and

  • TrillionDollarBetQuestions
    3 Pages
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    TrillionDollarBetQuestions
    Course: FIN 450
    School: CSU Long Beach

    Finance 450: Securities Analysis "Trillion Dollar Bet" List of Questions The videotape you will be watching is entitled, "Trillion Dollar Bet." It describes the development of the Black-Scholes (or Black-Scholes-Merton the latter provided a key piec

  • 3_MonteCarlo_Math6911_st
    30 Pages
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    3_MonteCarlo_Math6911_st
    Course: MATH 6911
    School: Maple Springs

    3. Monte Carlo Simulations Math6911 W07, HM Zhu References 1. Chapters 4 and 7, "Numerical Methods in Finance" 2. Chapters 17.6-17.7, "Options, Futures and Other Derivatives" 3. George S. Fishman, Monte Carlo: concepts, algorithms, and application

  • Ammermann-TrillionDollarBetQuestions-Fall2003-Answers
    2 Pages
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    Ammermann-TrillionDollarBetQuestions-Fall2003-Answers
    Course: FIN 450
    School: CSU Long Beach

    Finance 450: Securities Analysis "Trillion Dollar Bet" List of Questions Fall 2003 The videotape you will be watching is entitled, "Trillion Dollar Bet." The idea of using mathematical statistics to describe stock returns was originally explored in

  • Class_Note_7
    13 Pages
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    Class_Note_7
    Course: QUANT 200304
    School: East Los Angeles College

    EC907 EC907 - ECONOMICS OF FINANCIAL MARKETS Class Note 7 DR. SHERI MARKOSE A Worked Example and Rudiments of Binomial Option Pricing Model Will be Covered in the EC907 Class Week 8; The "Greeks" and the Demo on how to obtain BlackScholes Option Pri

  • BlackScholesMBA(Ch13)
    36 Pages
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    BlackScholesMBA(Ch13)
    Course: FIN 522
    School: Arizona

    Valuing Stock Options:The Black-Scholes Model Chapter 13 13.1 Reviewing Binomial Trees Valuing Options Using Binomial Trees We can replicate the bond We can replicate the option We can use risk neutral valuation We can ignore the expected st

  • begin_overhead
    33 Pages
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    begin_overhead
    Course: ORIE 473
    School: Cornell

    Introduction 1 INTRODUCTION About the course Course materials online Blackboard (ORIE 473) Textbooks Ruppert, D. (2004). Statistics and Finance: An Introduction, Springer. Overheads used in lecture are available online Introduction 2 There

  • 457Chpt014
    34 Pages
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    457Chpt014
    Course: BUSINESS 457
    School: Maryville MO

    14-1 The Greek Letters Finance 457 14 Chapter Fourteen 14-2 Executive Summary This chapter covers the way in which traders working for financial institutions and market makers on the floor of an exchange hedge a portfolio of derivatives. The sof

  • 3_5_MonteCarlo_Math4143_st
    5 Pages
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    3_5_MonteCarlo_Math4143_st
    Course: MATH 4143
    School: Maple Springs

    3. Monte Carlo Simulation 3.7 Variance Reduction Techniques Math4143 W08, HM Zhu Variance Reduction Procedures (Chap 4.5.1, 4.5.3, Brandimarte) Usually, a very large value of M is needed to estimate V with reasonable accuracy. Variance reduction

  • OxfordSCFAexam
    83 Pages
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    OxfordSCFAexam
    Course: STAT 955
    School: UPenn

    Stochastic Calculus for Finance, AME, MT 1998, Problems 1 Stochastic Calculus for Finance Michaelmas Term 1998: Problems for solution Consider the following simple model of stock price movement. The value of the stock at time zero is S0 . At time T

  • 457Chpt012
    51 Pages
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    457Chpt012
    Course: BUSINESS 457
    School: Maryville MO

    12-1 The BlackScholes Model Finance 457 12 Chapter Twelve McGraw-Hill/Irwin Copyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved. 12-2 Chapter Outline 12.1 Log-Normal Property of Stock Prices 12.2 The distribution of the Rate o

  • outline
    4 Pages
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    outline
    Course: LECTURE 5
    School: Montclair

    FINC 490-04 Seminar in Finance Spring 2002 Lecture #5 Financial Innovations October 15, 2002 I Factors Driving Financial Innovation 1. Environmental Factors A. Tax Avoidance i. "Loop Holes" in Tax Laws ii. Tax Asymmetries B. Increased Competition i.

  • obc
    1 Pages
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    obc
    Course: AFM 371
    School: W. Alabama

    AFM 371 Winter 2008 Chapter 23 - Options: Basic Concepts 1 / 54 Outline Background Option Payoffs Combinations Arbitrage Bounds on Option Values Strike Price Relationships Put-Call Parity Introduction to Option Valuation Introduction to Options in

  • Lecture18
    22 Pages
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    Lecture18
    Course: FIN 432
    School: University of Illinois, Urbana Champaign

    Financial Risk Management of Insurance Enterprises Valuing Interest Rate Options Interest Rate Options We will take a more detailed look at interest rate options What is fraternity row? Delta, gamma, theta, kappa, vega, rho What is the Black-Sc

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