'Initial stock price' presentation slideshows

716 views • 64 slides

Dominance

Dominance. Overview. In this unit, we explore the notion of dominant strategies Dominance often requires weaker views of rationality than does standard equilibrium play These weaker rationality requirements support choice of equilibria satisfying dominance over other equilibria.

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Pricing by The Bino -trinomial Tree ???? ( ??? ) ???

NCTU FinLab. Pricing by The Bino -trinomial Tree ???? ( ??? ) ???. Outline. Product Information-Parameter Product Information-Computing Rule Adopted Model Pricing Program. Product Information-Parameter. These all are Tuesday. This product connect with ?? (2823),Par issue.

491 views • 34 slides

Modelling stock price movements

Modelling stock price movements. By: A V Vedpuriswar. July 31, 2009. Modelling stock price movements. To measure the market risk of an asset portfolio, we have to understand the pattern of movement of the underlying. We should be able to model the price of the underlying.

427 views • 33 slides

Chapter 3 Brownian Motion

591 views • 30 slides

Option prices and the Black-Scholes-Merton formula

Option prices and the Black-Scholes-Merton formula. Gabor Molnar-Saska 3 October 2006. Morgan Stanley. Morgan Stanley is a leading global financial services firm, offering a wide variety of products and services. A partial list of these products and services includes:

442 views • 25 slides

Option prices and the Black-Scholes-Merton formula

Option prices and the Black-Scholes-Merton formula. Gabor Molnar-Saska 3 October 2006. Morgan Stanley. Morgan Stanley is a leading global financial services firm, offering a wide variety of products and services. A partial list of these products and services includes:

257 views • 25 slides

Exotic Options with the Binomial Model

Exotic Options with the Binomial Model. Zhang Zhuozhuo Calum Johnson Waldemar Pietraszkiewicz. Binomial Model. The binomial model is a very useful and popular technique for pricing an option.

455 views • 15 slides