EXPLORE
LATEST
ABOUT
AUTHORING AREA
PARTICIPATE
Your browser does not support JavaScript or it may be disabled!
Subscribe to RSS feed
Peter Falloon
1
|
2
|
NEXT
»
Demonstrations 1 - 20 of 27
Visualizing Superellipses
Option Prices in Merton's Jump Diffusion Model
Chooser Options
Binary Options: Pricing and Greeks
Angular Spheroidal Functions as a Function of Spheroidicity
Hyperbolic Distribution
Variance-Gamma Distribution
Options Board Using Black-Scholes Prices
Properties of a Simple Random Walk with Boundaries
Haar Functions
Barrier Option Pricing within the Black-Scholes Model
Clebsch-Gordan Coefficients
Constant Coordinate Curves for Elliptic Coordinates
Chi-Squared Distribution and the Central Limit Theorem
Multiple Slit Diffraction Pattern
Constant Coordinate Curves for Parabolic and Polar Coordinates
Distribution of Returns from Merton's Jump Diffusion Model
Pricing Power Options in the Black-Scholes Model
Implied Volatility in Merton's Jump Diffusion Model
Game Clock
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+