Sökning: "Eski"

Hittade 1 uppsats innehållade ordet Eski.

  1. 1. Pricing and Hedging using Hedge Monte-Carlo Method

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Arzu Eski; [2014]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : In this master’s thesis The Hedge Monte-Carlo method (HMC) is evaluated. The HMC method is used to price financial derivatives and at the same time obtain optimal hedge portfolios. The optimal hedge is of great importance as it enables risk management in option trading. LÄS MER