EXPLORE
LATEST
ABOUT
AUTHORING AREA
PARTICIPATE
Your browser does not support JavaScript or it may be disabled!
Subscribe to RSS feed
Andrzej Kozlowski
«
PREVIOUS
|
1
|
2
|
3
|
4
|
NEXT
»
Demonstrations 41 - 60 of 65
The Normal Inverse Gaussian Lévy Process
Generalized Hyperbolic Distribution
The Structure of the Real Roots of a Quintic Polynomial
Implied Volatility in the Variance Gamma Model
The Number of Distinct Real Roots of a Real Polynomial
The Return Distribution of the Variance Gamma Process
Stable Lévy Process
The Poisson Process
Robustness of the Longstaff-Schwartz LSM Method of Pricing American Derivatives
Estimating Conditional Expectations with Monte Carlo Simulation and Least Squares Regression
Pricing a Bermudan Option with the Longstaff-Schwartz Monte Carlo Method
Hedging the European Put Option
The Itô Integral and Itô's Lemma
The Buchberger Gröbner Basis Algorithm
Hedging the Black-Scholes Call Option
Exit Times of Brownian Motion in 3D
A Conjecture of Apoloniusz Tyszka on the Addition of Rational Numbers
Convergence of Newton's Method for Approximating Square Roots
Solving Systems of Transcendental Equations
Correlated Wiener Processes
«
PREVIOUS
|
1
|
2
|
3
|
4
|
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+