Tagged Questions
2
votes
1answer
139 views
Application of Panjer recursion scheme
I'm writing my bachelor (the argument is the Compound Poisson Process applied to insurance) and I need an example to complete it.
I need an application of Panjer recursion scheme (for example ...
2
votes
1answer
170 views
dynamic mean: measurement of randomly distributed events
Aim is to estimate an error on a stochastic event rate. I read out the event counter second-wise, every black $1$ is a counted event (new events over time, see the plot below).
During the measurement ...
2
votes
2answers
318 views
Using Black-Scholes Equation to “buy” stocks
From what I understand, Black-Scholes equation in finance is used to price options which are a contract between a potential buyer and a seller. Can I use this mathematical framework to "buy" a stock? ...
4
votes
5answers
3k views
Understanding Black-Scholes
Assume I have only basic math knowledge, what specific areas of math would I need to learn in order to understand the following webpage:
Black-Scholes
Many thanks.
