EXPLORE
LATEST
ABOUT
AUTHORING AREA
PARTICIPATE
Your browser does not support JavaScript or it may be disabled!
Subscribe to RSS feed
Michail Bozoudis Suggested by: Michail Boutsikas
1
|
2
|
NEXT
»
Demonstrations 1 - 20 of 29
Convergence of Binomial, Binomial Black-Scholes, and Trinomial Option Pricing Methods
Geske-Johnson Method
Fitting Times-to-Failure to a Weibull Distribution
Kim's Method with Nonuniform Time Grid for Pricing American Options
Geometric Brownian Motion with Nonuniform Time Grid
Kim's Method for Pricing American Options
Simultaneous Confidence Interval for the Weibull Parameters
Binomial Black-Scholes with Richardson Extrapolation (BBSR) Method
Pricing American Options with the Lower-Upper Bound Approximation (LUBA) Method
American Options on Assets with Dividends Near Expiry
Hold-or-Exercise for an American Put Option
American Capped Call Options with Exponential Cap
American Capped Call Options with Constant Cap
Pricing Put Options with the Crank-Nicolson Method
Pricing Put Options with the Implicit Finite-Difference Method
Maximizing a Bermudan Put with a Single Early-Exercise Temporal Point
Fitting Data to a Lognormal Distribution
SARIMA Process Forecasting Model
System Availability
System Reliability
1
|
2
|
NEXT
»
Note: To run this Demonstration you need Mathematica 7+ or the free Mathematica Player 7EX
Download or upgrade to
Mathematica Player 7EX
I already have
Mathematica Player
or
Mathematica 7+