TOPICS
LATEST
ABOUT
AUTHORING AREA
PARTICIPATE
Your browser does not support JavaScript or it may be disabled!
Subscribe to RSS feed
Economics
«
PREVIOUS
|
1
|
2
|
3
|
4
|
5
|
6
|
7
|
NEXT
»
Demonstrations 121 - 160 of 263
Terminal Wealth Optimization with Power and Log Utility
Price Competition
Optimization of Cobb-Douglas Function
Minimal Model of Simulating Prices of Financial Securities Using an Iterated Finite Automaton
The Poisson Process
Assessor Model for Simulated Test Markets
Capacity Planning for Short Life Cycle Products: The Newsvendor Model
Robustness of the Longstaff-Schwartz LSM Method of Pricing American Derivatives
Tinbergen-Solow Production Function
Volatility Surface in the Heston Model
Sensitivity, Specificity, and Incidence
Pricing a Bermudan Option with the Longstaff-Schwartz Monte Carlo Method
Hedging the European Put Option
Distribution of Returns from Merton's Jump Diffusion Model
The Gordon-Schaefer Model
Pricing Power Options in the Black-Scholes Model
Populations of Cities
Hedging the Black-Scholes Call Option
Option Prices in Merton's Jump Diffusion Model
Implied Volatility in Merton's Jump Diffusion Model
«
PREVIOUS
|
1
|
2
|
3
|
4
|
5
|
6
|
7
|
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+