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Modelo TCC - Sistemas de Informação - UEMS

Modelo TCC - Sistemas de Informação - UEMS

Modelo para TCC de Sistemas de Informação ou Ciência da Computação - UEMS

Jackson Belizário

Numerical and Analytic Methods in Option Pricing

Numerical and Analytic Methods in Option Pricing

In this paper we discuss how to price American, European and Asian options using a geometric Brownian motion model for stock price. We investigate the analytic solution for Black-Scholes differential equation for European options and consider numerical methods for approximating the price of other types of options. These numerical methods include Monte Carlo, binomial trees, trinomial trees and finite difference methods. We conclude our discussion with an investigation of how these methods perform with respect to the changes in different Greeks. Further analysing how the value of a certain Greeks affect the price of a given option.

Dexter Edwards

Gabarit pour Devoir DMS Université Laval

Gabarit pour Devoir DMS Université Laval

Suggestion de modèle pour faire un devoir ou un travail pratique dans le cadre d'un cours au département de mathématiques et statistique à l'Université Laval.

Jérôme Soucy

Final Project Computer Science Template - UFRN

Final Project Computer Science Template - UFRN

Computer Science template for the final project at Federal University of Rio Grande do Norte.

Marjory Da Costa Abreu

Modelo de Relatório de Oficina de Integração (ELE41) - UTFPR-CT

Modelo de Relatório de Oficina de Integração (ELE41) - UTFPR-CT

Modelo de relatório utilizado na disciplina "Oficina De Integração: Eletricidade, Eletrônica E Computação Na Prática", do curso de Engenharia Eletrônica do Campus Curitiba da UTFPR.

Daniel Rossato

UNM Ph.D. Proposal and Dissertation Templates

UNM Ph.D. Proposal and Dissertation Templates

University of New Mexico templates for proposal and dissertation.

Jeremy Benson

University of Idaho Thesis and Dissertation Template

University of Idaho Thesis and Dissertation Template

This template satisfies the formatting requirements for Masters and Doctoral theses and dissertations from the College of Graduate Studies at the University of Idaho. It's easy to use and allows you to write each chapter as a separate tex document.

Matthew Singer

PGBB modelo tese

PGBB modelo tese

Modelo para Tese

Syd Pereira Faria

A Aplicação de Softwares Matemáticos nos Ensinos Básico e Superior

A Aplicação de Softwares Matemáticos nos Ensinos Básico e Superior

Trabalho voltado para a conclusão da disciplina Recursos Computacionais no Ensino da Matemática.

Walter

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