This class was created by Brainscape user Jasper D. Visit their profile to learn more about the creator.
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Jasper D
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Decks in this class (6)
background economics and the weiner process
Time value of money,
Simple interest rate,
Compound interest rate
18
cards
log-normal distribution and derivatives
Stochastic differential equation,
Ito s lemma,
Log normal distribution
13
cards
portfolios and risk
Short selling,
Portfolio,
Straddle
23
cards
american options and replicating portfolios
American option,
Value of american put option,
How to replicate a european call ...
5
cards
black-scholes model
Assumptions of the model,
Black scholes equation
2
cards
replicating portfolios
1
cards
More about
financial maths
- Class purpose General learning
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