Sökning: "Alena Sdobnova"
Hittade 1 uppsats innehållade orden Alena Sdobnova.
1. Analysis of An Uncertain Volatility Model in the framework of static hedging for different scenarios
Magister-uppsats, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)Sammanfattning : In Black-Scholes model, the parameters -a volatility and an interest rate were assumed as constants. In this thesis we concentrate on behaviour of the volatility as a function and we find more realistic models for the volatility, which elimate a risk connected with behaviour of the volatility of an underlying asset. LÄS MER
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