[Boards: 3 / a / aco / adv / an / asp / b / bant / biz / c / can / cgl / ck / cm / co / cock / d / diy / e / fa / fap / fit / fitlit / g / gd / gif / h / hc / his / hm / hr / i / ic / int / jp / k / lgbt / lit / m / mlp / mlpol / mo / mtv / mu / n / news / o / out / outsoc / p / po / pol / qa / qst / r / r9k / s / s4s / sci / soc / sp / spa / t / tg / toy / trash / trv / tv / u / v / vg / vint / vip / vp / vr / w / wg / wsg / wsr / x / y ] [Search | Free Show | Home]

Black-Scholes Equation

This is a blue board which means that it's for everybody (Safe For Work content only). If you see any adult content, please report it.

Thread replies: 7
Thread images: 1

Anonymous
Black-Scholes Equation 2016-11-29 15:59:42 Post No. 1642129
[Report] Image search: [Google]

File: 800px-Stockpricesimulation.jpg (53KB, 800x606px) Image search: [Google]

53KB, 800x606px

Black-Scholes Equation Anonymous 2016-11-29 15:59:42 Post No. 1642129 [Report]

>hurr durr guys let's model option prices with heat equation

What the hell were they thinking?

>>

Anonymous 2016-11-29 17:59:51 Post No.1642311
[Report]

Anonymous 2016-11-29 17:59:51 Post No.1642311 [Report]

>>1642129
Bump for interest.

What do I need to major in to work in this?

>>

Anonymous 2016-11-29 20:08:13 Post No.1642535
[Report]

Anonymous 2016-11-29 20:08:13 Post No.1642535 [Report]

>>1642129

Longstaff > Black-Scholes > Finnerty

>>

Anonymous 2016-11-29 20:09:34 Post No.1642540
[Report]

Anonymous 2016-11-29 20:09:34 Post No.1642540 [Report]

>>1642311
https://en.wikipedia.org/wiki/Mathematical_finance

>>

Anonymous 2016-11-29 22:13:01 Post No.1642753
[Report]

Anonymous 2016-11-29 22:13:01 Post No.1642753 [Report]

>>1642311
Most people ITT will tell you to do some meme degree like (mathematical) finance, but do yourself a favor and actually major in math with proper courses on measure and integration theory, rigorous probability, and PDEs.

After that you can always do a MSc degree in Financial Mathematics if you want to.

>>

Anonymous 2016-11-30 08:24:46 Post No.1643609
[Report]

Anonymous 2016-11-30 08:24:46 Post No.1643609 [Report]

>>1642535
Interesting, I had never before heard of those models.

>>

Anonymous 2016-11-30 09:01:12 Post No.1643641
[Report]

Anonymous 2016-11-30 09:01:12 Post No.1643641 [Report]

>>1642311
Math/Physics/Engineering

Thread posts: 7
Thread images: 1

[Boards: 3 / a / aco / adv / an / asp / b / bant / biz / c / can / cgl / ck / cm / co / cock / d / diy / e / fa / fap / fit / fitlit / g / gd / gif / h / hc / his / hm / hr / i / ic / int / jp / k / lgbt / lit / m / mlp / mlpol / mo / mtv / mu / n / news / o / out / outsoc / p / po / pol / qa / qst / r / r9k / s / s4s / sci / soc / sp / spa / t / tg / toy / trash / trv / tv / u / v / vg / vint / vip / vp / vr / w / wg / wsg / wsr / x / y] [Search | Top | Home]

If you need a post removed click on it's [Report] button and follow the instruction.
If you like this website please support us by donating with Bitcoin at 16mKtbZiwW52BLkibtCr8jUg2KVUMTxVQ5
All trademarks and copyrights on this page are owned by their respective parties. Posts and uploaded images are the responsibility of the Poster. Comments are owned by the Poster.
This is a 4chan archive - all of the content originated from that website. If you need information about a Poster - contact 4chan. This project is not affiliated in any way with 4chan.