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real world assets, the covariance matrix and the market price of risk
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    real world assets, the covariance matrix and the market price of risk
    real world assets, the covariance matrix and the market price of risk
    (LaTeX)
    profit or loss on options and the Black-Scholes equation
    profit or loss on options and the Black-Scholes equation
    (LaTeX)
    payoff diagrams, a power option and the Black-Scholes equation
    payoff diagrams, a power option and the Black-Scholes equation
    (LaTeX)
    an up-and-out barrier put option and the Black-Scholes equation
    an up-and-out barrier put option and the Black-Scholes equation
    (LaTeX)
    a European vanilla call, the delta of an option and the portfolio
    a European vanilla call, the delta of an option and the portfolio
    (LaTeX)
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    MA348exam 2000

    Exam questions and solutions in LaTex

    Added By: Justin Bradley
    Date Added: 22 Apr 2009 13:05
    Tags: payoff diagrams power option Black-Scholes, Exam Answer, up-and-out barrier put option Black-Scholes, profit options Black-Scholes equation, perpetual American put Black-Scholes optimal price, Asian lookback stop-loss option, European vanilla call delta option portfolio, Exam Question, Financial Mathematics, European average strike option Itos lemma, real world assets covariance matrix market price risk, mathbank
    Viewing permissions: World
    URL: http://hub.edshare.ac.uk/id/eprint/2396
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