Sökning: "Asian American literature"

Visar resultat 11 - 13 av 13 uppsatser innehållade orden Asian American literature.

1. 11. Meshfree methods in option pricing

   Magister-uppsats, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)

   Författare :Anna Belova; Tamara Shmidt; [2011]
   Nyckelord :Financial Mathematics; option pricing; RBF; PDE; meshfree methods;

   Sammanfattning : A meshfree approximation scheme based on the radial basis function methods is presented for the numerical solution of the options pricing model. This thesis deals with the valuation of the European, Barrier, Asian, American options of a single asset and American options of multi assets. The option prices are modeled by the Black-Scholes equation. LÄS MER

3. 12. Hedging strategy for an option on commodity market

   Magister-uppsats, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

   Författare :Ilya Tkachev; [2010]
   Nyckelord :Financial Mathematics; Forward; Commodity; Multi-Factor; Hedging; Option pricing;

   Sammanfattning : In this work we consider the methods of pricing and hedging an option on the forward commodity market described by the multi-factor diffusion model. In the previous research there were presented explicit valuation formulas for standard European type options and simulation schemes for other types of options. LÄS MER

4. 13. Multinational Corporations and Economic Development - A Descriptive Survey of International Petroleum Companies in Developing Countries

   D-uppsats, Göteborgs universitet/Graduate Business School

   Författare :Mustafa Mammadov; [2006]
   Nyckelord :;

   Sammanfattning : Multinational corporations in oil industry played an important role in the economic development strategies of many less developed countries. The modern oil industry was developed almost entirely by seven large companies, each with a colorful history of its own. LÄS MER