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논문 기본 정보
- 자료유형
- 학술대회자료
- 저자정보
- 발행연도
- 2006.11
- 수록면
- 27 - 27 (1page)
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Financial mathematics may be regarded as the branch of the applied mathematics which are concerned with the financial markets. Generally, financial mathematics derives, and extends the mathematical models to describe the dynamics of stock prices in the financial market and uses stochastic calculus to obtain the fair price of the derivative of the stock. In terms of practice, financial mathematics also overlaps heavily with the field of financial engineering and computational finance. Arguably, all three are largely synonymous, although the latter two focus on application, while the former focuses on modelling of stocks and option pricing.
In this tutorial, we will go through three concepts which might gain you insights into the theory of stock price models and the theory of option pricing. We will first discuss some of stochastic processes which are ... 전체 초록 보기
In this tutorial, we will go through three concepts which might gain you insights into the theory of stock price models and the theory of option pricing. We will first discuss some of stochastic processes which are ... 전체 초록 보기
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UCI(KEPA) : I410-ECN-0101-2009-410-014679075