No label defined (Q2960761)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: scientific article |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
17 February 2017
0 references
arbitrage
0 references
Black-Scholes formula
0 references
Brownian motion
0 references
credit derivatives
0 references
derivatives
0 references
fundamental theorem of asset pricing
0 references
interest rate derivatives
0 references
interest rate modelling
0 references
martingale measure
0 references
options
0 references
replication portfolio
0 references
risk neutral
0 references
stock price
0 references
stochastic calculus
0 references
stochastic integral
0 references
stochastic differential equation
0 references
stochastic process
0 references
volatility
0 references
