BRAND. Broad Research in Accounting, Negotiation, and Distribution, Vol 2, No 2 (2011)

Font Size:  Small  Medium  Large

Financial Derivatives (Based on Two Supports) Evaluation

Tiberiu Socaciu

Abstract


In this paper we build a PDE like Black-Scholes equation in hypothesis of a financial derivative that is dependent on two supports (usual is dependent only on one support), like am
option based on gold, when national currency has a great float.
Keywords: Financial derivatives, derivatives evaluation, derivatives based on two supports, extended Itō like lemma.

Full Text: PDF

Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.

EduSoft Publishing. Please see, also, our other journals: BRAIN and LiBRI.