MAT A-17

ISSN 1515-4904

Series A: Lectures, seminars and works on mathematics No. 17

An introduction to black-scholes modeling and numerical methods in derivatives pricing

Carlos Vazquez

Department of Mathematics

University of A Coruña

Faculty of Informatics, Campus Elviñna s/n, 15071- A Coruñna, Spain

carlosv@udc.es

RosarioJuly 2010

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