'Diffusion term' presentation slideshows

Numerical Methods for Partial Differential Equations

543 views • 26 slides

The CGMYmodel

The CGMYmodel. Finance seminar by Mari Hodnekvam supervised by Prof.Korn. Today . Introduction of the process; parameters, characteristic function, moments, distribution etc. Simulation of the process Application in finance Extended version. Today .

367 views • 24 slides

9. Change of Numeraire

9. Change of Numeraire. ???. 9.1 Introduction. A numeraire is the unit of account in which other assets are denominated and change the numeraire by changing to the currency of a country.

593 views • 18 slides