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Latex for Financial Engineering Mathematics Formula-Brownian Motion Ito Lemma Risk-Neutral Valuation
rockingdingo #financial engineering #mathematics #financeIn this blog, we will summarize the latex code of most popular formulas and equations for Financial Engineering Formula and Equation (Continuous-Time Finance). We will cover important topics including Standard Brownian Motion (SBM), Geometric Brownian Motion (GBM), Ito Lemma, Stochastic Integrals, Solutions to Some Common SDEs, Brownian Motion Variation, Stock Prices as a GBM, Stock Prices are Lognormal, Sharpe Ratio and Hedging, The Black-Scholes Equation, Risk-Neutral Valuation and Power Contracts.
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Latex for Financial Engineering Mathematics Formula Monte-Carlo Simulations and Interest Rate Models
rockingdingo #financial engineering #mathematics #financeIn this blog, we will summarize the latex code of most popular formulas and equations for Financial Engineering Formula and Equation Monte-Carlo Simulations and Interest Rate Models. We will cover important topics including Monte-Carlo Simulations, Bonds and Interest Rates, Black-Derman-Toy (BDT) model and Cox-Ingersoll-Ross (CIR) model.
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Latex for Financial Engineering Mathematics Formula and Equations (Continuous-Time Finance)
rockingdingo #Financial Engineering #Mathematics #FinanceIn this blog, we will summarize the latex code of most popular formulas and equations for Financial Engineering Formula and Equation (Continuous-Time Finance). We will cover important topics including Standard Brownian Motion (SBM), Geometric Brownian Motion (GBM), Ito Lemma, Stochastic Integrals, Solutions to Some Common SDEs, Brownian Motion Variation, Stock Prices as a GBM, Stock Prices are Lognormal, Sharpe Ratio and Hedging, The Black-Scholes Equation, Risk-Neutral Valuation and Power Contracts.
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Latex for Financial Engineering Mathematics Formula (Forwards Puts and Calls)
rockingdingo #Financial EngineeringIn this blog, we will summarize the latex code of most popular formulas and equations for Financial Engineering Formula and Equation part I-Forwards, Puts, and Calls. We will cover important topics including Forwards, Put-Call Parity, Calls and Puts with Different Strikes, Calls and Puts Arbitrage, Call and Put Price Bounds, Varying Times to Expiration, Early Exercise for American Options, etc.
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