Essays about: "Exotic option"
Showing result 1 - 5 of 15 essays containing the words Exotic option.
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1. Differential Deep Learning for Pricing Exotic Financial Derivatives
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Calculating the value of a financial derivative is a central problem in quantitative finance. For many exotic derivatives there are no closed-form solutions for present values, instead, computationally expensive Monte Carlo methods are used for valuation. READ MORE
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2. Option Pricing using Artificial Neural Networks
University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisationAbstract : Neural networks have an increasingly important role in the financial market, by offering a solution to stationarity and non-linearity whilst also providing robustness and predictive power. Options and option pricing are a fundamental area of interest in the daily activities of investment banks, hedge funds and trading firms in the financial market. READ MORE
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3. Optimization of option pricing : - Variance reduction and low-discrepancy techniques
University essay from Umeå universitet/FöretagsekonomiAbstract : In recent years, the importance and the interest in financial instrument especially derivatives have increased. The Nobel Prize in Economics 1997 was dedicated to Black & Scholes for their work with finding a new method that estimates option prices for Plain Vanilla Options. READ MORE
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4. American Option Price Approximation for Real-Time Clearing
University essay from Umeå universitet/Institutionen för fysikAbstract : American-style options are contracts traded on financial markets. These are derivatives of some underlying security or securities that in contrast to European-style options allow their holders to exercise at any point before the contracts expire. READ MORE
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5. Glukokortikoider till kaniner : varför inte?
University essay from SLU/Dept. of Biomedical Sciences and Veterinary Public HealthAbstract : Kaniner är det tredje vanligaste sällskapsdjuret i Sverige. Trots det utgör de en mycket liten del av veterinärutbildningen och det är upp till veterinären själv att tillägna sig kunskap om kaniner. READ MORE