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中文The Black-Scholes Formula
CHAPTER 1 Shall introduce the research questions and provide a very brief historical account of the Black Scholes Model. Option pricing techniques of today are amongst the difficult and complex areas of applied finance. The mathematics involved can be used to predict the erratic movements (volatility) of stocks. Financial analysts can calculate the value of […]
REPORT ON SALARIES OF UK GRADUATE STUDENTS
ABSTRACT The report analyses the numeric nature of the salaries of UK graduate students who are in their first year of full time paid work (2004). The report aims to compare the salaries between the genders. Descriptive statistics is used to perform the analysis. The source data are taken from the Office for National Statistics […]
The Omega Function for Portfolio Optimization
The selection of the best allocation of an investor’s wealth in various investment alternatives, such that the investor obtains the best possible outcome at the end of one investment period has been the purpose of the single period portfolio optimization theory (Markovitz, 1959; Elton and Gruber, 1987). Performance measure function is one way to establish […]
