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Hittade 1 uppsats innehållade ordet Eski.
1. Pricing and Hedging using Hedge Monte-Carlo Method
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : 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
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