Sökning: "Option pricing"

Visar resultat 6 - 10 av 61 avhandlingar innehållade orden Option pricing.

  1. 6. Decomposing the Option Pricing Problem : Estimating the Causal Factors: Interest Rates, Dividends, and Risk-Neutral Probabilities

    Författare :Pontus Söderbäck; Jörgen Blomvall; Martin Singull; Stein-Erik Fleten; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : The financial markets have an essential role in society. Further, these markets are constantly evolving. Therefore, models and methods have to be developed and adapted to the new market conditions to be useful for decisions. LÄS MER

  3. 7. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives

    Författare :Slobodan Milovanović; Lina von Sydow; Bertram Düring; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Radial basis function; Finite difference; Computational finance; Pricing of financial derivatives; Option pricing; Partial differential equation; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Sammanfattning : The purpose of this thesis is to present state of the art in radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. This work provides a detailed overview of RBF-FD properties and challenges that arise when the RBF-FD methods are used in financial applications. LÄS MER

  4. 8. Essays in option pricing and interest rate models

    Författare :Irina Slinko; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER

  5. 9. Option Pricing in Jump-to-Default Models

    Författare :Hannah Dyrssen; Erik Ekström; Boualem Djehiche; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Matematik;

    Sammanfattning : .... LÄS MER

  7. 10. On Construction of Multinomial Lattices for Option Pricing

    Författare :Carolyne Ogutu; Sergei Professor; Alex Teterukovsky; Mälardalens högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Sammanfattning : .... LÄS MER