Sökning: "Nazmul Hoque"
Hittade 1 uppsats innehållade orden Nazmul Hoque.
1. Pricing European Call Option in Scott’s Stochastic Volatility Model
Master-uppsats, Mälardalens högskola; Akademin för utbildning, kultur och kommunikationSammanfattning : In this paper, we derive pricing equations for the European call option under Scott’s stochastic volatility model and achieve a price for the European call option by creating a JAVA applet. Through certain times of simulating we can observe the tendency of the options price, as a result, which it can provide the necessary data for implementing the optimal strategies of investment. LÄS MER
Resultatsidor:
1