Explain Black–Scholes model
Explain Black–Scholes model.
Expert
The Black-Scholes model is depends on geometric Brownian motion for asset price S as
dS = µSdt + σSdX.
The Black-Scholes partial differential equation for value V of an alternative is then
∂V/∂t + ½ σ2S2 (∂2V/∂S2) + rS (∂V/∂S) - rV = 0
A cricketer cn throw a ball to a max horizontl distnce of 100m. If he throws d same ball vertically upwards then the max height upto which he can throw is????
Please read the assignment carefully and confirm only if you are 100% sure. Please go through below mentioned guidelines and penalties: • Your solution must be accurate and complete. • Please do not change Subject Title of the Email. • Penalty clause will be applied in case of delayed or plag
Factorisation by trial division: The essential idea of factorisation by trial division is straightforward. Let n be a positive integer. We know that n is either prime or has a prime divisor less than or equal to √n. Therefore, if we divide n in
Who firstly discovered mathematical theory for random walks, that rediscovered later by Einstein?
this assignment contains two parts theoretical and coding the code has to be a new. old code and modified code will appear in the university website .
let a, b, c, d be integers. Prove the following statements: (a) if a|b and b|c. (b) if a|b and ac|bd. (c) if d|a and d|b then d|(xa+yb) for any x, y EZ
Examples of groups: We now start to survey a wide range of examples of groups (labelled by (A), (B), (C), . . . ). Most of these come from number theory. In all cases, the group axioms should be checked. This is easy for almost all of the examples, an
It's a problem set, they are attached. it's related to Sider's book which is "Logic to philosophy" I attached the book too. I need it on feb22 but feb23 still work
Some Research Areas in Medical Mathematical Modelling:1. Modeling and numerical simulations of the nanometric aerosols in the lower portion of the bronchial tree. 2. Multiscale mathematical modeling of
18,76,764
1931622 Asked
3,689
Active Tutors
1430637
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!