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5 result(s) - Result(s) 1 to 5

 
1. Binomial Tree, Monte Carlo and BS valuation of a call option
Publishing author: BHUTANI Gaurav 
Co-author(s): 
Software (2005) - English
Online since 2005.09.07 at 16:27:51 - 377 download(s) - 1 rating(s) - Average rating (/5): 5
Abstract | Download (.xls - 6327 KB) - Zip version (2157 KB)

 
2. Black Scholes for option pricing (Monte Carlo method using C++)
Publishing author: BHUTANI Gaurav 
Co-author(s): 
Software (2005) - English
Online since 2005.09.07 at 10:00:21 - 394 download(s) - 0 rating(s) - Average rating (/5): 
Abstract | Download (.ZIP - 78 KB) - Zip version (79 KB)

 
3. Computation of Greeks, empirical testing of delta hedging, delta-gamma hedging
Publishing author: BHUTANI Gaurav 
Co-author(s): 
Software (2005) - English
Online since 2005.09.07 at 10:15:32 - 222 download(s) - 0 rating(s) - Average rating (/5): 
Abstract | Download (.xls - 4424 KB) - Zip version (1260 KB)

 
4. Excel Implementation of Sharpe's Single Index Model
Publishing author: BHUTANI Gaurav 
Co-author(s): 
Software (2004) - English
Online since 2004.07.06 at 16:28:00 - 609 download(s) - 0 rating(s) - Average rating (/5): 
Abstract | Download (.xls - 79 KB) - Zip version (24 KB)

 
5. Excel Implementation of Sharpe's Single Index Model - (Presentation)
Publishing author: BHUTANI Gaurav 
Co-author(s): 
Software (2003) - English
Online since 2005.01.05 at 09:50:36 - 293 download(s) - 1 rating(s) - Average rating (/5): 2
Abstract | Download (.pps - 118 KB) - Zip version (60 KB)

 

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