Black-Scholes-Merton Model and Implied Volatility Analysis for Option Pricing

Shranjeno v:

Bibliografske podrobnosti
Glavni avtor:	Kanojiya, Shreyash
Format:	Knjiga
Jezik:	angleščina
Izdano:	Mumbai Nmims 2024
Teme:	Volatility Analysis for Option Pricing
Oznake:	Označite Brez oznak, prvi označite!

School of Mathematics, Applied Statistics & Analytics (SOMASA) -

Podrobnosti zaloge School of Mathematics, Applied Statistics & Analytics (SOMASA) -
Signatura:	KAN
Kopija	Prosto Rezerviraj