Black-Scholes : En prissättningsmodell för optioner
This paper aims to derive the Black-Scholes equation for readers without advanced knowledge in finance and mathematics. To succeed, this paper contains a theoretical chapter in which concepts such as options, interest rate, differential equations and stochastic variable are explained. This paper als...
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| Format: | Others |
| Language: | Swedish |
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Umeå universitet, Institutionen för matematik och matematisk statistik
2010
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-35084 |