ISSN 1448-6156
Vol. 5, Issue 3, 2012December 31, 2011 EDT
ccby-nc-nd-4.0
Geometric Brownian Motion, Option Pricing, and Simulation: Some Spreadsheet-Based Exercises in Financial Modeling
Geometric Brownian Motion, Option Pricing, and Simulation: Some Spreadsheet-Based Exercises in Financial Modeling
Articles in Vol. 5, Issue 3, 2012
Vol. 5, Issue 3, 2012
- Teaching Bayesian Parameter Estimation, Bayesian Model Comparison and Null Hypothesis Significance Testing Using SpreadsheetsChristopher R FisherChristopher R Wolfe
- Bond Duration: A Pedagogic IllustrationYi FengClarence C. Y. Kwan
- Connecting Binomial and Black-Scholes Option Pricing Models: A Spreadsheet-Based IllustrationYi FengClarence C. Y. Kwan
- P-Value Approximations for T-Tests of HypothesisJohn A Rochowicz Jr
- Geometric Brownian Motion, Option Pricing, and Simulation: Some Spreadsheet-Based Exercises in Financial ModelingKevin D. BrewerYi FengClarence C. Y. Kwan
- Improving How Microsoft Excel Displays Default Extremely Small Probability ValuesDavid A. LarsonSylvia E. Rogers
Brewer, Kevin D., Yi Feng, and Clarence C. Y. Kwan. 2012. “Geometric Brownian Motion, Option Pricing, and Simulation: Some Spreadsheet-Based Exercises in Financial Modeling.” Spreadsheets in Education 5 (3).