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Table Of Contents

§1. Introducci´on
§2. Lemas Preliminares
§3. Demostraci´on del Teorema 1
§4. Una Cota Superior
§2. Modelo Binomial
§3. Esperanza Condicional
§4. El Precio de una Opci´on
§5. Demostraci´on del Teorema 19
§6. Demostraci´on del Corolario 22
§2. El Movimiento Browniano
§3. La Ecuaci´on de Black y Scholes
se llama la ecuaci´on de Black y Scholes
§4. Soluci´on Mediante la Transformada de Mellin
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Formula BS

Formula BS

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Published by: Laura Maria Zamudio Gasca on Nov 04, 2011
Copyright:Attribution Non-commercial


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