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Documents Binomial Tree Option Pricing Final

Binomial Tree Option Pricing A Three Step Process: 1) Construct a Stock Price Binomial Tree 2) Value the Option at Time of Expiry 3) Value the Option Through Backward Induction…

Documents Bachelor Thesis Report

1. School of Education, Culture and Communication Division of Applied Mathematics BACHELOR THESIS IN MATHEMATICS / APPLIED MATHEMATICS Lattice approximations for Black-Scholes…

Documents Notes on Stochastic Finance-Nicolas Privaut

Nicolas Privault Notes on Stochastic Finance This version: April 24, 2013 http://www.ntu.edu.sg/home/nprivault/indext.html http://www.ntu.edu.sg/home/nprivault/indext.html…

Documents Stochastic Finance

Nicolas Privault Notes on Stochastic Finance This version: April 25, 2013 http://www.ntu.edu.sg/home/nprivault/indext.html Notes on Stochastic Finance Preface This text is…