Mathematics of parallel stratagems
In recent years, financial markets around the world have been trading heavily not only on stocks but on financial derivatives such as options. Options trading shot to popularity when the Black and Scholes option pricing model was created to effectively quantify a fair option price. Black and Scholes...
محفوظ في:
| المؤلف الرئيسي: | |
|---|---|
| مؤلفون آخرون: | |
| التنسيق: | Final Year Project |
| اللغة: | English |
| منشور في: |
2012
|
| الموضوعات: | |
| الوصول للمادة أونلاين: | http://hdl.handle.net/10356/50353 |
| الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|
| id |
sg-ntu-dr.10356-50353 |
|---|---|
| record_format |
dspace |
| spelling |
sg-ntu-dr.10356-503532023-03-04T18:57:38Z Mathematics of parallel stratagems Lim, Li Feng. Shu Jian Jun School of Mechanical and Aerospace Engineering DRNTU::Engineering::Mechanical engineering In recent years, financial markets around the world have been trading heavily not only on stocks but on financial derivatives such as options. Options trading shot to popularity when the Black and Scholes option pricing model was created to effectively quantify a fair option price. Black and Scholes came up with a model with help of geometric Brownian motion of particles, stochastic calculus and risk neutral measures. The resulting equation, termed as the Midas formula for the decade turned out to resemble that of a heat diffusion equation in thermodynamics. Bachelor of Engineering (Mechanical Engineering) 2012-06-01T03:45:59Z 2012-06-01T03:45:59Z 2012 2012 Final Year Project (FYP) http://hdl.handle.net/10356/50353 en Nanyang Technological University 89 p. application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| language |
English |
| topic |
DRNTU::Engineering::Mechanical engineering |
| spellingShingle |
DRNTU::Engineering::Mechanical engineering Lim, Li Feng. Mathematics of parallel stratagems |
| description |
In recent years, financial markets around the world have been trading heavily not only on stocks but on financial derivatives such as options. Options trading shot to popularity when the Black and Scholes option pricing model was created to effectively quantify a fair option price. Black and Scholes came up with a model with help of geometric Brownian motion of particles, stochastic calculus and risk neutral measures. The resulting equation, termed as the Midas formula for the decade turned out to resemble that of a heat diffusion equation in thermodynamics. |
| author2 |
Shu Jian Jun |
| author_facet |
Shu Jian Jun Lim, Li Feng. |
| format |
Final Year Project |
| author |
Lim, Li Feng. |
| author_sort |
Lim, Li Feng. |
| title |
Mathematics of parallel stratagems |
| title_short |
Mathematics of parallel stratagems |
| title_full |
Mathematics of parallel stratagems |
| title_fullStr |
Mathematics of parallel stratagems |
| title_full_unstemmed |
Mathematics of parallel stratagems |
| title_sort |
mathematics of parallel stratagems |
| publishDate |
2012 |
| url |
http://hdl.handle.net/10356/50353 |
| _version_ |
1759855273446473728 |