Sökning: "Good Deal Bounds"

Hittade 1 uppsats innehållade orden Good Deal Bounds.

  1. 1. Incomplete Market Models and The Housing Market

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Henrik Petri; Olof Gustafsson; [2010]
    Nyckelord :Housing Market; Calibration; Brownian motion; Ornstein Uhlenbeck; Good Deal Bounds;

    Sammanfattning : This thesis investigates the characteristics of the market for housing derivatives. We fit two incomplete market models to data using futures contracts on the S&P/Case-Shiller Composite 10 Index. LÄS MER