|
|
|
Dec 26, 2024
|
|
2024-2025 General Catalogue
|
MH 444. Actuarial Risk Theory
Credits: 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: .
Offered:
|
|
|