The stock Price Assumption Consider a stock whose price is s In a short period of time of length At the change in then stock price S is assumed to be normal with mean Sdt and standard deviation os√△, that is, S follows geometric Brownian motion ds=u Sdt+oSdz Then dInS=( )dt+oda
profit maximization Contain: Some definition -Isoprofit curve -Demand function and it's properties supply function and it's properties -Profit function and it's properties lecture 2 for Chu Kechen Honors College