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Big Data Analytics with Apache Spark
RM 40.06
An Introduction to Scala for Spark programming
RM 40.06
Big Data Analytics - Information retrieval
RM 40.06
BDA Lc03 Basic algorithm design- Big Data Analytics
RM 40.06
BDA Lc02 Developing a MapReduce application
RM 40.06
TD - Using the Black-Scholes equation for a continuous-time value of an option
RM 40.06
TD - Stochastic differential equations and instantaneously risk-free portfolios
RM 40.06
TD - Solutions of the Black-Scholes equation
RM 20.03
TD - Simple bounds on European call options
RM 20.03
TD - Simple and annual compound interest
RM 20.03
TD - Riskless and risky investments and the market price of risk
RM 40.06
TD - Risk free and risky assets and the market price of risk-Quiz & sol
RM 40.06
TD - Real world assets, the covariance matrix and the market price of risk
RM 12.02
TD - Profit or loss on options and the Black-Scholes equation
RM 40.06
TD - Present value using annual, semi-annual or continuous discounting
RM 40.06
TD - Payoff diagrams, a power option and the Black-Scholes equation
RM 40.06
TD - Normally distributed risky assets and their mean and variances
RM 40.06
TD - Normal distribution and Brownian motion
RM 20.03
TD - Itos lemma, Black-Scholes equation and a perpetual option
RM 40.06
TD - Initial premiums for binary options
RM 20.03
TD - Independent Brownian motions-Quiz & Sol
RM 40.06
TD - Forward contract, Black-Scholes equation and an option on a future
RM 40.06
TD - European calls and puts, a straddle and a butterfly spread
RM 40.06
TD - European call options- quiz & solution
RM 40.06
TD - European average rate option- Quiz & Solution
RM 40.06
TD - Delta values for exact solutions of the Black-Scholes equation
RM 40.06
TD - Correlated and uncorrelated assets
RM 40.06
TD - Continuous time pricing formula for an option
RM 40.06
TD - Continuous time premiums of European call and put options
RM 40.06
TD - Continuous dividend and European call and put options
RM 40.06
TD - Constant interest rates- quiz and solution
RM 20.03
TD - Compound interest- quiz-solution
RM 40.06
TD - Cash-or-nothing puts and calls, payoff diagrams and the Black-Scholes equation-Solution
RM 40.06
TD - Black-Scholes, implied volatility and payoff
RM 40.06
TD - Black-Scholes equation, spot price and option price
RM 40.06
TD - Black-Scholes equation, a European down-and-out call and the payoff of a portfolio
RM 40.06
TD - Black-Scholes equation and a down-and-out barrier call option
RM 40.06
TD - Black-Scholes and call options
RM 40.06
TD - Black-Scholes and a European forward-start call option
RM 40.06
TD - Binomial model for asset price changes
RM 40.06
TD - Assets prices and European call options
RM 40.06
TD - Annuity and continuous compounding
RM 40.06
TD - Annual compounding with various annual growths
RM 40.06
TD - An up-and-out barrier put option and the Black-Scholes equation
RM 40.06
TD - An Asian option, a lookback option and a stop-loss option
RM 40.06
A perpetual American put, the Black-Scholes equation and the optimal exercise price
RM 40.06
A path-dependent European option and the European strike average
RM 40.06
TD - a European vanilla call, the delta of an option and the portfolio
RM 28.04
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