Sökning: "option pricing"
Visar resultat 6 - 10 av 61 avhandlingar innehållade orden option pricing.
6. Decomposing the Option Pricing Problem : Estimating the Causal Factors: Interest Rates, Dividends, and Risk-Neutral Probabilities
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
7. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives
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
8. Essays in option pricing and interest rate models
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9. Option Pricing in Jump-to-Default Models
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10. On Construction of Multinomial Lattices for Option Pricing
Sammanfattning : .... LÄS MER