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Modelul Black-Scholes pentru evaluarea optiunilor

March 7, 2007 in Financial engineering

[pdf] Modelul Black-Scholes pentru evaluarea optiunilor

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March 28, 2007 at 9:14 pm

Nadine

Salut,
interesant articol; e bine ca stundentii cu gandurile mai asezate sa si le insire pe hartie. as avea o remarca totusi. sunt sigura ca stii asta si doar din neatentie ai scris ca randamentele au o distributie lognormala. si in ultimul alineat, banuiesc ca e vorba de Jonathan Ingersoll?
numai bine,
Nadine

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