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Vol. 4, Issue 12, Part F (2018)
Financial modeling by ordinary and stochastic differential equations
Financial modeling by ordinary and stochastic differential equations
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Abstract
The valuation and its sensitivity to interest rate change is defined as an ordinary differential equation. In this paper we are the ordinary and stochastic equations in the finance will we described. A noise term is added to ordinary differential equations in order to use them as a powerful mathematical tool for risky assets.
The valuation and its sensitivity to interest rate change is defined as an ordinary differential equation. In this paper we are the ordinary and stochastic equations in the finance will we described. A noise term is added to ordinary differential equations in order to use them as a powerful mathematical tool for risky assets.
Pages: 488-490 | 351 Views 85 Downloads
How to cite this article:
MD Alam. Financial modeling by ordinary and stochastic differential equations. Int J Appl Res 2018;4(12):488-490.
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