UNIVERSITY OF NEW MEXICO BOARD OF REGENTS’ ACADEMIC/STUDENT AFFAIRS & RESEARCH COMMITTEE MEETING July 28th, 2015 – 9 AM Roberts Room, Scholes Hall AGENDA

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• University of New Mexico
• V-12 Navy College Training Program
• Anderson School of Management
• Provost

CASE STUDY III EVALUATING MODEL RISK WITHIN THE BLACK–SCHOLES FRAMEWORK Limiting Model Risk by

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• Mathematical finance
• Options
• Statistics
• Economy
• Applied mathematics
• Stochastic processes
• BlackScholes model
• Equations
• Stock market
• Volatility
• Normal distribution
• Brownian motion

LRO and the Planetary Data System (PDS) Dan Scholes Applications Programmer NASA’s Planetary Data Systems’ Geosciences Node Washington University in St. Louis

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Heat equation asymptotic of option pricing Akeju A. Olu University of Ibadan The evaluation of option pricing in the financial market, over the years has largely been carried out by the Black-Scholes formula such that, a

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ANALISIS PERBANDINGAN KEAKURATAN HARGA CALL OPTION DENGAN MENGGUNAKAN METODE MONTE CARLO SIMULATION DAN METODE BLACK SCHOLES PADA INDEKS HARGA SAHAM GABUNGAN (IHSG)

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How a False Probability Model Changed the World: Birth, Death, and Redemption of Black-Scholes J. Michael Steele March 12, 2008

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Reul Chearbach Air Chuairt Des Scholes Gràisg-sgeul

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Physical activity in children 3 Shaun Scholes, Jennifer Mindell

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Brighouse - Cleckheaton - Bradford Brighouse - Cleckheaton - East Bierley 256 via Scholes & Hunsworth

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Nonlinear Models in Option Pricing – an Introduction Matthias Ehrhardt Weierstraß–Institut für Angewandte Analysis und Stochastik, Mohrenstr. 39, 10117 Berlin, Germany Abstract. Nonlinear Black–Scholes equations

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