Monte Carlo Financial Computing in Stock Option Price and Value at Risk
碩士 === 東吳大學 === 資訊科學系 === 94 === In the realm of in the option price research，the importance of option price analysis is increasing day by day。Many option price analysis models have bee addressed，such as Black-Scholes option model、binomial option pricing method、and finite difference method。However，...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/52296180718559917156 |