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Big Data Analytics with Apache Spark
kr 101,02
An Introduction to Scala for Spark programming
kr 101,02
Big Data Analytics - Information retrieval
kr 101,02
BDA Lc03 Basic algorithm design- Big Data Analytics
kr 101,02
BDA Lc02 Developing a MapReduce application
kr 101,02
TD - Using the Black-Scholes equation for a continuous-time value of an option
kr 101,02
TD - Stochastic differential equations and instantaneously risk-free portfolios
kr 101,02
TD - Solutions of the Black-Scholes equation
kr 50,51
TD - Simple bounds on European call options
kr 50,51
TD - Simple and annual compound interest
kr 50,51
TD - Riskless and risky investments and the market price of risk
kr 101,02
TD - Risk free and risky assets and the market price of risk-Quiz & sol
kr 101,02
TD - Real world assets, the covariance matrix and the market price of risk
kr 30,31
TD - Profit or loss on options and the Black-Scholes equation
kr 101,02
TD - Present value using annual, semi-annual or continuous discounting
kr 101,02
TD - Payoff diagrams, a power option and the Black-Scholes equation
kr 101,02
TD - Normally distributed risky assets and their mean and variances
kr 101,02
TD - Normal distribution and Brownian motion
kr 50,51
TD - Itos lemma, Black-Scholes equation and a perpetual option
kr 101,02
TD - Initial premiums for binary options
kr 50,51
TD - Independent Brownian motions-Quiz & Sol
kr 101,02
TD - Forward contract, Black-Scholes equation and an option on a future
kr 101,02
TD - European calls and puts, a straddle and a butterfly spread
kr 101,02
TD - European call options- quiz & solution
kr 101,02
TD - European average rate option- Quiz & Solution
kr 101,02
TD - Delta values for exact solutions of the Black-Scholes equation
kr 101,02
TD - Correlated and uncorrelated assets
kr 101,02
TD - Continuous time pricing formula for an option
kr 101,02
TD - Continuous time premiums of European call and put options
kr 101,02
TD - Continuous dividend and European call and put options
kr 101,02
TD - Constant interest rates- quiz and solution
kr 50,51
TD - Compound interest- quiz-solution
kr 101,02
TD - Cash-or-nothing puts and calls, payoff diagrams and the Black-Scholes equation-Solution
kr 101,02
TD - Black-Scholes, implied volatility and payoff
kr 101,02
TD - Black-Scholes equation, spot price and option price
kr 101,02
TD - Black-Scholes equation, a European down-and-out call and the payoff of a portfolio
kr 101,02
TD - Black-Scholes equation and a down-and-out barrier call option
kr 101,02
TD - Black-Scholes and call options
kr 101,02
TD - Black-Scholes and a European forward-start call option
kr 101,02
TD - Binomial model for asset price changes
kr 101,02
TD - Assets prices and European call options
kr 101,02
TD - Annuity and continuous compounding
kr 101,02
TD - Annual compounding with various annual growths
kr 101,02
TD - An up-and-out barrier put option and the Black-Scholes equation
kr 101,02
TD - An Asian option, a lookback option and a stop-loss option
kr 101,02
A perpetual American put, the Black-Scholes equation and the optimal exercise price
kr 101,02
A path-dependent European option and the European strike average
kr 101,02
TD - a European vanilla call, the delta of an option and the portfolio
kr 70,72
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