Financial Mathematics - Homework 2
Financial Mathematics 9.3 - Homework 2, topics are:
@ 00:00 Modeling a Process (Martingale, Markov, Stochastic)
@ 09:50 Brownian Motion
@ 13:33 Ito's lemma on a Bond,
@ 17:55 Black Scholes application,
@ 19:30 Pricing a call using market data for risk free rate and volatility.