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Authorisation
Some Tasks of Financial Mathematics
Author: nino razmadzeAnnotation:
This thesis is a research nature. In this work we describe the problems of financial mathematics in the case of discrete time. Deterministic and stochastic financial mathematics issues, problems related to the temporal structure of interest rates and the binomial model of the financial market are studied. Some research work has been done on the pricing of a standard European type of buying and selling option, the paper consists of an introduction, 10 paragraphs and references.
Lecture files:
ფინანსური მათემატიკის ზოგიერთი ამოცანა [ka]