Sökning: "option pricing"
Visar resultat 16 - 20 av 240 uppsatser innehållade orden option pricing.
16. Tick-Tock: Time to invest? : A Study of the Investment Performance of Luxury Watches versus Traditional Assets
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : Background: This study discusses the phenomenon of luxury goods as investment assets,focusing on luxury watches in particular. The rise of globalization and increased wealth,particularly among the middle and high-income groups in developing countries, hascreated a larger potential customer base for luxury items. LÄS MER
17. Artificial Intelligence for Option Pricing
Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaperSammanfattning : This thesis addresses the issue of vulnerable underlying assumptions used in option pricing methodology. More precisely; underlying assumptions made on the financial assets and markets make option pricing theory vulnerable to changes in the financial framework. LÄS MER
18. Pricing European Options with the Black-Scholes and Monte Carlo Methods: a Comparative Study
Kandidat-uppsats,Sammanfattning : Option pricing is a central concept in finance. Since F. Black and M. Scholes in troduced their formula for pricing options in 1973 it has been widely adopted, but it has also been proven to have some limitations in its inherent assumptions and thus subsequent performance. LÄS MER
19. Neural Networks for Option Pricing
Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorikSammanfattning : The task of pricing options is one with many different solutions, and overtime more complicated models of the markets have been developed in anattempt to replicate assets more accurately. In this thesis we investigate theuse of neural networks for pricing within these models. LÄS MER
20. Pricing and Hedging of Financial Instruments using Forward–Backward Stochastic Differential Equations : Call Spread Options with Different Interest Rates for Borrowing and Lending
Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikationSammanfattning : In this project, we are aiming to solve option pricing and hedging problems numerically via Backward Stochastic Differential Equations (BSDEs). We use Markovian BSDEs to formulate nonlinear pricing and hedging problems of both European and American option types. LÄS MER