Black-Scholes Model

The Black-Scholes Equation   : the price of the stock : the price of a derivative(e.g., option) : the strike price of the option : the annualized risk-free interest rate : the standard deviation of the stock’s return : a time in year Other notations in the context : the strike date : the remained time […]

Finite Mathematics | MA | Course

Brief Information Name : Finite Mathematics 유한수학 Lecturer : Sang-Mok Kim 김상목 Semester : 2016 Spring Major : BS, Mathematics Textbook 박승안 (2012) 『이산수학』. 3판. 경문사 Syllabus : Syllabus_2016-5-1__Finite Mathematics.pdf In short The professor said this course is about discrete mathematics. Assignments [Assignment 1] Logic and Functions | Finite Mathematics Finite Mathematics) Assignment 1) Logic and Functions.pdf [Assignment 2] […]

Mathematical Modeling Design | MA | Course

Brief Information Name : Mathematical Modeling Design 수학적모델설계 Lecturer : Lee Jongwoo 이종우 Semester : 2016 Spring Major : BS, Mathematics Textbook Using lecture notes Syllabus : Syllabus_2016-5-1__Mathematical Modeling Design.pdf In short Applied mathematics Modeling from data: least squares Modeling from theory: approximation theory Logistic model: population model Theory of conflicts Temperature control model Curve of pursuit Control theory Traffic […]