'Geometric brownian motion' presentation slideshows

Real Options and Mean-Reverting Prices

Real Options and Mean-Reverting Prices. Gregory F. Robel Mathematics & Engineering Analysis July 14, 2001 gregory.f.robel@boeing.com. Acknowledgements.

1.42k views • 57 slides

Option Pricing: An Introduction

Option Pricing: An Introduction. Ravi Mukkamala. Popular Models. Black-Scholes options pricing Binomial model (Cox, Ross, and Rubinstein) Implied volatility tree model (Deman and Kani) Implied binomial tree (Rubinstein). What are options?.

740 views • 41 slides

457 views • 32 slides

Scenario Generation for the Asset Allocation Problem

321 views • 31 slides

Energy Price Forecasts and Confidence Intervals

Energy Price Forecasts and Confidence Intervals. George Washington University Research Program in Forecasting and Federal Forecasters Consortium February 18, 2010 Tancred Lidderdale. Short-Term Energy Outlook published monthly. Factors that influence crude oil prices

296 views • 29 slides

Technical Trends: Can they be used to earn abnormal profits?

306 views • 25 slides

PSL: An Interpretative Programming Language for Financial Portfolio Simulation and Manipulation

260 views • 18 slides

Hedging with Black and scholes

199 views • 9 slides