Mathematics of parallel stratagems

• Main Author: Lim, Li Feng.
• Other Authors: Shu Jian Jun
• Format: Final Year Project
• Language: English
• Published: 2012
• Subjects: DRNTU::Engineering::Mechanical engineering
• Online Access: http://hdl.handle.net/10356/50353
• Institution: Nanyang Technological University

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...