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Computational Study of Stochastic Models in Finance

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Title Information
Computational Study of Stochastic Models in Finance

Name:Personal
MacLellan, Christopher Role :Text(marcrelator)
creator

Name:Personal
Mathematics Department; Dr. Professor Sivaguru S. Sritharan Role :Text(marcrelator)
contributor

typeOfResource
still image genre
Powerpoint/Pdf
Origin Information Place
Laramie, Wyoming
University of Wyoming (keyDate="yes")
2008-04-23

Language:Text
eng

Physical Description

born digital

abstract
Background information will be provided on Brownian motion and where it originated from. I will then explain Geometric or Exponential Brownian motion and show computer graphs / simulations of these motions. I will then explain the assumptions that need to be made to model Black-Scholes Call and Put options. Once these assumptions are explained I will show the equations used and the computational simulations of a Call and a Put option and explain what they mean. note
From - Undergraduate Research Day 2008 - Celebration of Research - Abstracts
Subject
TBD

Related Item:series Title Information
Undergrauate Research Day 2008

Location (usage="primary display")

accessCondition:useAndReproduction
http://digital.uwyo.edu/copyright.html
Record Information languageOfCataloging :Text(ISO639-2B)
English :Code(ISO639-2B)
eng