Essays about: "Takura Muusha"

Found 1 essay containing the words Takura Muusha.

  1. 1. Monte Carlo studies of generalized barrier contracts

    University essay from Institutionen för matematik och fysik; Akademin för utbildning, kultur och kommunikation

    Author : Takura Muusha; [2007]
    Keywords : Barrier options; Monte Carlo simulations;

    Abstract : This paper examines the pricing of barrier options using Monte Carlo Simulations. MATLAB based software is developed to estimate the price of the option using Monte Carlo simulation. We consider a generalized barrier option of knock out type, but we let the domain take the shape of a rectangular box. READ MORE