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Finance / Options / Stochastic processes / Risk-neutral measure / Black–Scholes / Binomial options pricing model / Futures contract / Brownian motion / Volatility / Statistics / Financial economics / Mathematical finance


A tutorial introduction to financial engineering M VIDYASAGAR Cecil & Ida Green (II) Professor, Erik Jonsson School of Engineering & Computer Science, University of Texas at Dallas, 800 W. Campbell Road, Richardson, TX 7
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Document Date: 2010-02-23 06:21:55

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File Size: 423,71 KB

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Facility

University of Texas / /

IndustryTerm

machinery / nice closed form solution / empty product / quantitative finance / closed-form solution / bank / /

Organization

Erik Jonsson School of Engineering & Computer Science / University of Texas at Dallas / /

Person

Ai / Bt / Ida Green / /

Position

rt / model for the stock price / Professor / Ke−rT / and the volatility σ / e−rT / /

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