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Formula di Balck-Scholes e lemma di Ito, Exams of Finance

AMET UniversityFinance

Metodi matematici applicati alla finanza per prezzare azioni e opzioni

Typology: Exams

2017/2018

Uploaded on 07/26/2018

GianlucaPepe
GianlucaPepe 🇮🇹

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Figura 1.1: Evoluzione nel tempo della distribuzione di probabilit`a per un moto browniano unidimensionale con coefficiente di diffusione 0.5.

Figura 1.2: Rappresentazione della variazione di densita di probabilita nel tempo, per un moto browniano unidimensionale, coefficiente di diffusione 0.25.

Figura 1.3: Plot della simulazione di un moto browniano a tempo discreto, 1000 passi, coefficiente di diffusione 7.