Please use this identifier to cite or link to this item:
http://repository.kln.ac.lk/handle/123456789/4930
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | P.P.D.N.Kaushalya | en_US |
dc.contributor.author | N.G.A.Karunathilake | en_US |
dc.date.accessioned | 2014-12-24T07:45:40Z | - |
dc.date.available | 2014-12-24T07:45:40Z | - |
dc.date.issued | 2014 | - |
dc.identifier.citation | Annual Research Symposium,Faculty of Graduate Studies, University of Kelaniya, Sri Lanka; 2014 :121p | en_US |
dc.identifier.uri | http://repository.kln.ac.lk/handle/123456789/4930 | - |
dc.description.abstract | Financial mathematics provides tools for the constructions in financial modeling. Various Financial Mathematical models have been developed for the description of financial derivatives for past few decades. An option is a contract that gives the purchaser the right to buy or sell a specified financial product of an underlying asset at a fixed price on a specified future date. There is no obligation to exercise the option. Two main types of options, namely, American and European options are widely used in today�s world. European option may be exercised only at the expiration date of the option while the American option may be exercised at any time before the expiration date. | en_US |
dc.publisher | Book of Abstracts, Annual Research Symposium 2014 | en_US |
dc.title | Appropriateness of the classical black-scholes method in option price calculation | - |
dc.type | Article | en_US |
dc.identifier.department | Mathematics | en_US |
Appears in Collections: | ARS - 2014 |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.