The application of PDE in financial market
Other Title(s)
L'application du PDE au marché financier
Joint Authors
Bin Zayyan, Salah
Badawi, Muhammad Ali
Source
Journal of el-Maqrizi for Economic and Financial Studies
Issue
Vol. 1, Issue 1 (30 Jun. 2017), pp.149-164, 16 p.
Publisher
University Centre of Aflou Istitute of Economics Trade and Management Sciences
Publication Date
2017-06-30
Country of Publication
Algeria
No. of Pages
16
Main Subjects
Financial and Accounting Sciences
Physics
Topics
Abstract AR
تناقش هذه الورقة نوع معين من المعادلات التفاضلية الجزئية المستخدمة كثيرا في الفيزياء (معادلة الحرارة) والمطبقة في الأسواق المالية المتمثلة بمعادلة بلاك شولز
Abstract EN
This paper explains the particular application of partial differential equations (PDE) generally used in physics (heat equation) and financial markets (Black-Scholes equation).
American Psychological Association (APA)
Badawi, Muhammad Ali& Bin Zayyan, Salah. 2017. The application of PDE in financial market. Journal of el-Maqrizi for Economic and Financial Studies،Vol. 1, no. 1, pp.149-164.
https://search.emarefa.net/detail/BIM-1065398
Modern Language Association (MLA)
Badawi, Muhammad Ali& Bin Zayyan, Salah. The application of PDE in financial market. Journal of el-Maqrizi for Economic and Financial Studies Vol. 1, no. 1 (Jun. 2017), pp.149-164.
https://search.emarefa.net/detail/BIM-1065398
American Medical Association (AMA)
Badawi, Muhammad Ali& Bin Zayyan, Salah. The application of PDE in financial market. Journal of el-Maqrizi for Economic and Financial Studies. 2017. Vol. 1, no. 1, pp.149-164.
https://search.emarefa.net/detail/BIM-1065398
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 164
Record ID
BIM-1065398
