In this paper we discuss how to price American, European and Asian options using a geometric Brownian motion model for stock price. We investigate the analytic solution for Black-Scholes differential equation for European options and consider numerical methods for approximating the price of other types of options. These numerical methods include Monte Carlo, binomial trees, trinomial trees and finite difference methods. We conclude our discussion with an investigation of how these methods perform with respect to the changes in different Greeks. Further analysing how the value of a certain Greeks affect the price of a given option.
A survey from the perspective of a 25 year High School Science teacher on how Calculus is relevant to the high school science classroom, supported by CCSSM and NGSS.
📖 The classic and complete guide written in Traditional Chinese to help you get started on your journey with LaTeX: 《大家來學 LaTeX》.
此倉庫託管著李果正(Edward G.J. Lee)先生於 2004 年接受中華民國行政院研考會委辦的「政府機關資料文件交換之電子檔案格式應用研究」計畫補助所撰寫的《大家來學 LaTeX》原始程式代碼。
https://github.com/TeX-tw/LaTeX123/tree/legacy
GNU Free Documentation License version 1.2
李果正(Edward G.J. Lee), 彭新翔(Sean H.H. Peng)
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