FEFU Financial Mathematics Vasukova Ludmila Konstantinovna
Computer Exam - Financial Mathematics - Zacteno
1. Binomial_naa model_ dla evropejskih opzionov. Slucaj diskretnyh dividendov, vycislaemyh kak prozent tekusego kursa i v vide fiksirovannyh vyplat.
2. Kurs akzij kak slucajnyj prozess. Lemma Ito dla kursa akzij.
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