PPT-Path integrals for option pricing

Theory of Quantum and Complex systems Statistical modeling financial data analysis and applications Venice 1114 september 2013 From left to right dr Kai Ji Maarten Baeten dr . Sigma Notation. What does the following notation mean?. means. the sum of the numbers from the lower number to the top number.. Area under curves. In 5.1, we found that we can approximate areas using rectangles.. Ms. . Battaglia. – . ap. calculus . Definite integral. A definite integral is an integral . with upper and lower bounds. The number a is the . lower limit. of integration, and the number b is the . Chapter 7 Day 1. Basic Integration Rules. Fitting Integrands to Basic Rules. Fitting Integrands to Basic Rules. So far we have dealt with only basic integration rules. But what happens when our integral doesn’t fit into one of those categories? What then?. Unitarity. . at Two Loops. David A. Kosower. Institut. de Physique . Th. é. orique. , CEA–. Saclay. work with. Kasper Larsen & . Henrik. Johansson; . & . work of . Simon Caron-. Huot. & Kasper . Unitarity. . at Two Loops. David A. Kosower. Institut. de Physique . Th. é. orique. , CEA–. Saclay. work with. Kasper Larsen & . Henrik. Johansson; . & . work of . Simon Caron-. Huot. & Kasper . Kovalevskaya. 1850-1891. A 19. th. century pioneer for women in mathematics. June Barrow-Green. The Open University. Florence Nightingale Day. Lancaster University. 17 December 2015. Hypatia. of Alexandria. Lesson 7.7. Improper Integrals. Note the graph of y = x. -2. We seek the area. under the curve to the. right of x = 1. Thus the integral is. Known as an . improper. integral. To Infinity and Beyond. Area and Estimating with Finite Sums. Section 5.2. Sigma Notation and Limits of Finite Sums. Section 5.3. The Definite Integral. Section 5.4. The Fundamental Theorem of Calculus. Using Iterated Integrals to find area. Using . Double Integrals to find Volume. Using Triple Integrals to find Volume. Three Dimensional Space. In Two-Dimensional Space, you have a circle. In Three-Dimensional space, you have a _____________!!!!!!!!!!!. Market Skimming. Market Skimming. High price, Low volumes. Skim the profit from the market. Suitable for products that have short life cycles or which will face competition at some point in the future (e.g. after a patent runs out). 5.2: . The Differential . dy. 5.2: . Linear Approximation. 5.3: . Indefinite Integrals. 5.4: . Riemann Sums (Definite Integrals). 5.5: . Mean Value Theorem/. Rolle’s. Theorem. Ch. 5 Test Topics. dx & . ?. Pricing . is a marketing function in which both a buyer . and. a seller . perceive the . most favorable value . for a good or service. 2. Price– You get what you pay for…. What does that phrase mean to you?. . SYFTET. Göteborgs universitet ska skapa en modern, lättanvänd och . effektiv webbmiljö med fokus på användarnas förväntningar.. 1. ETT UNIVERSITET – EN GEMENSAM WEBB. Innehåll som är intressant för de prioriterade målgrupperna samlas på ett ställe till exempel:. The Black-. Scholes. -Merton Model. 1. The Black-. Scholes. model for calculating the premium of an option was introduced in 1973 in a paper entitled, "The Pricing of Options and Corporate Liabilities" published in the .