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Modelo Black-Scholes de determinação do preço de opções na DSE em duas janelas temporais diferentes

Modelo Black-Scholes de determinação do preço de opções na DSE em duas janelas temporais diferentes

Anusmriti Ghosh / Lasker Ershad Ali

48,36 €
IVA incluido
Disponible
Editorial:
KS OmniScriptum Publishing
Año de edición:
2024
Materia
Matemáticas
ISBN:
9786208196516
48,36 €
IVA incluido
Disponible

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Sobre IBD

O livro dará ao leitor uma ideia de como utilizar o modelo de fixação de preços de opções Black-Scholes para obter uma previsão da descida do preço de mercado de uma bolsa de valores. Apliquei o método em duas janelas temporais diferentes à Bolsa de Valores de Dhaka e obtive resultados adequados. Espero que este método funcione corretamente. Este livro é muito útil para os leitores que pretendem conhecer as mudanças no mercado da bolsa de valores.

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