الإعلانات
Mon, 01/09/2017 - 21:24
Here you will find in in Blackboard (https://lms.ksu.edu.sa, Merged ACTU468) some problems related to the last chapter concerning Greek letters and hedging in the Black-Scholes framework with constant parameters.
Mon, 01/09/2017 - 21:01
You will find in Blackboard (https://lms.ksu.edu.sa, Merged Math380) a series of problems helping you to be well prepared for the final exam
Wed, 12/28/2016 - 23:25
You will find solutions of the exercises of the second midterm exam MATH380 in Blackboard (https://lms.ksu.edu.sa, Merged Math380).
Wed, 12/28/2016 - 23:15
You will find in the Bb (https://lms.ksu.edu.sa) solutions of the second midterm exam: as Merged ACTU468, Folder Exams
Mon, 12/19/2016 - 13:43
You will find solutions to exercises on joint distributions and conditional expectation on Blackboard (https://lms.ksu.edu.sa, Merged Math380)
Tue, 12/13/2016 - 21:56
You will find solutions of a series of exercises that will help you to well understand pricing options in the framework of the Black-Scholes model in the Bb (https://lms.ksu.edu.sa) Merged ACTU468, Folder Exercises
Tue, 12/13/2016 - 21:50
You will find the in the link (https://lms.ksu.edu.sa), Merged ACTU468 Folder Lectures, of the chapter 4 dealing with the convergence of the binomial model to the famous Black-Scholes model. Premiums of European type options are derived as well as...
Fri, 12/02/2016 - 19:14
You find a series of exercises with solutions that will help you to well understand Markov chains and classifications of states as well as some applications on the Blackboard plate form https://lms.ksu.edu.sa (Merged Math 380)
Sun, 10/30/2016 - 15:12
This file contains the main steps to find the distribution of a random variable
Sun, 10/23/2016 - 11:53
You find in (https://lms.ksu.edu.sa ACTU468) a pdf from a series of exercises with solutions related to discrete time models in finance: Arbitrage, pricing, hedging strategies for contingent claims (financial derivatives).
Sun, 10/23/2016 - 11:50
You find in pdf from a series of exercises and their solutions related to random variables, distributions, moment generating functions, expectation, variance and covariance and their properties