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Simulated geometric Brownian motions with parameters from market data
Simulated geometric Brownian motions with parameters from market data
The normality assumption of the Black–Scholes model does not capture extreme movements such as stock market crashes.
The normality assumption of the Black–Scholes model does not capture extreme movements such as stock market crashes.
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Derivatives traders in the pit at the Chicago Board of Trade in 1993
Derivatives traders in the pit at the Chicago Board of Trade in 1993
Country leaders at the 2009 G-20 Pittsburgh summit
Country leaders at the 2009 G-20 Pittsburgh summit