19,99 €
inkl. MwSt.
Versandfertig in 6-10 Tagen
10 °P sammeln
Andere Kunden interessierten sich auch für
![Numerical Partial Differential Solution Of The Black-scholes Equation]( "Numerical Partial Differential Solution Of The Black-scholes Equation")
Numerical Partial Differential Solution Of The Black-scholes Equation36,99 €![Black-Scholes Option Pricing Model in DSE in Two Different timeWindow]( "Black-Scholes Option Pricing Model in DSE in Two Different timeWindow")
Black-Scholes Option Pricing Model in DSE in Two Different timeWindow23,99 €![Über eine semilineare nicht-autonome Black-Scholes Gleichung]( "Über eine semilineare nicht-autonome Black-Scholes Gleichung")
Über eine semilineare nicht-autonome Black-Scholes Gleichung49,00 €![Modèle d'évaluation des options de Black-Scholes dans le DSE dans deux fenêtres temporelles différentes]( "Modèle d'évaluation des options de Black-Scholes dans le DSE dans deux fenêtres temporelles différentes")
Modèle d'évaluation des options de Black-Scholes dans le DSE dans deux fenêtres temporelles différentes26,99 €![Black-Scholes-Optionspreismodell in DSE in zwei verschiedenen Zeitfenstern]( "Black-Scholes-Optionspreismodell in DSE in zwei verschiedenen Zeitfenstern")
Black-Scholes-Optionspreismodell in DSE in zwei verschiedenen Zeitfenstern39,90 €![Modello di determinazione dei prezzi delle opzioni Black-Scholes in DSE in due diverse finestre temporali]( "Modello di determinazione dei prezzi delle opzioni Black-Scholes in DSE in due diverse finestre temporali")
Modello di determinazione dei prezzi delle opzioni Black-Scholes in DSE in due diverse finestre temporali26,99 €![Modelo Black-Scholes de determinação do preço de opções na DSE em duas janelas temporais diferentes]( "Modelo Black-Scholes de determinação do preço de opções na DSE em duas janelas temporais diferentes")
Modelo Black-Scholes de determinação do preço de opções na DSE em duas janelas temporais diferentes26,99 €
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Black Scholes. Volatility smile, Black model, Binomial options pricing model, Monte Carlo methods for option pricing, Mathematical finance, Heat equation, Real options analysis, Fuzzy Pay-Off Method for Real Option Valuation, Geometric Brownian motion.