Sökning: "Parveen"

Hittade 1 uppsats innehållade ordet Parveen.

  1. 1. Finite Difference Methods for the Black-Scholes Equation

    Kandidat-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Asima Parveen Saleemi; [2020]
    Nyckelord :Option pricing; Generalised Black-Scholes model; Finite difference methods; Stability; Convergence; Numerical solution;

    Sammanfattning : Financial engineering problems are of great importance in the academic community and BlackScholes equation is a revolutionary concept in the modern financial theory. Financial instruments such as stocks and derivatives can be evaluated using this model. Option evaluation, is extremely important to trade in the stocks. LÄS MER