The Mathematics of the Black & Scholes Theory
The Black–Scholes model Black–Scholes–Merton is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European-style options. The formula led to a boom in options trading and legitimized scientifically the activities of the Chicago Board Options Exchange and other options markets around the world.
Black and Scholes Theory through its topics such as Probability measure, Call options and Exotic options has become one of the important and complex areas in Statistics. Our talented pool of Statistics experts, Statistics assignment tutors and Statistics homework tutors can cater to your entire needs in the area of The Mathematics of Black and Scholes Theory such as Assignment Help, Homework Help, Project Paper Help and Exam Preparation Help. With well annotated usages of notes and literature reviews, our online statistics tutors offer you the premium quality solutions.
Following is the list of comprehensive topics in which we offer the quality solutions:
- Pricing formulas for look back and barrier options
- Using PDE techniques and the reflection property of the standard Brownian motion Replication and martingale probability measures
- probability measure of the corresponding discounted payoff
- Pricing formulae for European put and call options
- A class of exotic options
- Random Network Models
- The mathematics of the Black & Scholes methodology
- The expression of European contingent claims as expectations with respect to the risk-neutral