Flashcards on Lognormal Model, created by spgiusti on 11/02/2015.
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Created by spgiusti
over 9 years ago
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Close
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Created by spgiusti
over 9 years ago
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Mean, variance for Lognormal
Probability that S < K in Lognormal
Probability that S > K in lognormal
d2 in Lognormal
Expected value of S given that S < K
Expected Value of S given S > K
d(1)
Expected Payoff of a Call,
Lognormal Model
Expected Payoff of a Call, Lognormal
