MA348exam 1999
| Data(s) |
22/04/2009
|
|---|---|
| Resumo |
Exam questions and solutions in LaTex |
| Formato |
text/x-tex text/x-tex text/x-tex text/x-tex text/x-tex text/x-tex text/x-tex text/x-tex |
| Identificador |
http://www.edshare.soton.ac.uk/2291/1/448%2D1999%2D1.tex http://www.edshare.soton.ac.uk/2291/2/448%2D1999%2D2.tex http://www.edshare.soton.ac.uk/2291/3/448%2D1999%2D3.tex http://www.edshare.soton.ac.uk/2291/4/448%2D1999%2D4.tex http://www.edshare.soton.ac.uk/2291/5/448%2D1999%2D5.tex http://www.edshare.soton.ac.uk/2291/6/448%2D1999%2D6.tex http://www.edshare.soton.ac.uk/2291/7/448%2D1999%2D7.tex http://www.edshare.soton.ac.uk/2291/8/448%2D1999%2D8.tex MA348exam 1999 - UNSPECIFIED Keywords:Exam Answer, forward contract Black-Scholes option future, European calls puts straddle butterfly spread, risk assets market price, European average rate option, path-dependent European option strike average, Black-Scholes call options, Itos lemma Black-Scholes perpetual option, Exam Question, Financial Mathematics, mathbank, Black-Scholes European down-and-out call payoff |
| Relação |
http://www.edshare.soton.ac.uk/2291/ |
| Tipo |
Resource NonPeerReviewed |
