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Apr 18, 2024
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2017 - 2018 General Catalogue [ARCHIVED CATALOG]
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MH 444. Actuarial Risk Theory (3)
Put-call parity, the binomial model, the Black-Scholes option-pricing model, option Greeks, the properties of a lognormal distribution and the Black-Scholes formula as an expected value for a lognormal distribution, risk management using the method of delta-hedging, and simulation of lognormal stock prices. Prerequisites: .
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