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Date: 2013-09-06 02:45:26Financial economics Options Stochastic calculus Equations Black–Scholes Stochastic differential equation Binomial options pricing model Geometric Brownian motion Wiener process Statistics Stochastic processes Mathematical finance | Business Education E BA & AccreditationAdd to Reading ListSource URL: www.theibfr.comDownload Document from Source WebsiteFile Size: 3,93 MBShare Document on Facebook |