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Actuarial Education
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black scholes pricing

  1. George Philip
    Thread

    Approximating Probabilities of Standard Normal Distribution

    While going through Chapter 15 "The Black-Scholes option pricing Formula", I was confused as to how to approximate for taking probabilities of...
    Thread by: George Philip, Feb 26, 2022, 1 replies, in forum: CM2
  2. George Philip
    Thread

    Chapter 15 Practice Question 15.1

    A building society issues a one-year bond that entitles the holder to the return on a weighted-average share index (ABC500) up to a maximum level...
    Thread by: George Philip, Feb 5, 2022, 1 replies, in forum: CM2
  3. Sandor Kelemen
    Thread

    Ch15 Q15.2 - Φ(d1) and Φ(d2)

    Hello there, Is it fair to expect the interpretation of Φ(d1) and Φ(d2) on this level of the study material? Searching at Wikipedia I have found...
    Thread by: Sandor Kelemen, Apr 8, 2019, 1 replies, in forum: CM2
  4. VSA_88
    Thread

    Minor question Black Scholes pricing

    Can someone clear up what log base we should he using in the Black Scholes formula? E.g. I could not reconcile my results with Question 15.5 in...
    Thread by: VSA_88, Jan 26, 2019, 2 replies, in forum: CM2
Showing results 1 to 4 of 4
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Actuarial Education
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