Articles — Recent

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Muhammad Nauman Iftikhar's Curriculum Vitae

A short introduction of AI

In this paper we discuss how to price American, European and Asian options using a geometric Brownian motion model for stock price. We investigate the analytic solution for Black-Scholes differential equation for European options and consider numerical methods for approximating the price of other types of options. These numerical methods include Monte Carlo, binomial trees, trinomial trees and finite difference methods. We conclude our discussion with an investigation of how these methods perform with respect to the changes in different Greeks. Further analysing how the value of a certain Greeks affect the price of a given option.

Utkarsh Kumar's CV

JERARQUIZACIÓN DE PRODUCTOS EN AMAZON

Bhupendra Kumhare's CV

Juan D. Cardozo's Résumé

A survey from the perspective of a 25 year High School Science teacher on how Calculus is relevant to the high school science classroom, supported by CCSSM and NGSS.