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 a European call option using the binomial model (LaTeX) | using the Black-Scholes equation for a continuous-time value of an option (LaTeX) | assets prices and European call options (LaTeX) |
Exam 1999
Exam and solutions in LaTex
| Added By: | Justin Bradley |
|---|---|
| Date Added: | 22 Apr 2009 11:42 |
| Tags: | Exam Answer, Exam Question, Financial Mathematics, assets prices European call options, Black-Scholes equation, mathbank, European call option binomial model, Binomial Distribution |
| Viewing permissions: | World |
| URL: | http://hub.edshare.ac.uk/id/eprint/2889 |
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