Essays about: "Asian Options"

Showing result 21 - 25 of 27 essays containing the words Asian Options.

  1. 21. Monte Carlo simulation techniques : The development of a general framework

    University essay from Institutionen för ekonomisk och industriell utveckling

    Author : Emma Nilsson; [2009]
    Keywords : Monte Carlo Simulation;

    Abstract : Algorithmica Research AB develops software application for the financial markets. One of their products is Quantlab that is a tool for quantitative analyses. An effective method to value several financial instruments is Monte Carlo simulation. READ MORE

  3. 22. Pricing Asian Options using Monte Carlo Methods

    University essay from Matematiska institutionen

    Author : Hongbin Zhang; [2009]
    Keywords : ;

    Abstract : .... READ MORE

  4. 23. The Java applet for pricing Asian options under Heston’s model using the new Ninomiya weak approximation scheme and quasi-Monte Carlo

    University essay from Akademin för utbildning, kultur och kommunikation

    Author : Boyko Vasilev; [2008]
    Keywords : Asian options; Ninomiya; pricing; Monte Carlo; quasi Monte Carlo;

    Abstract : This study is based on a new weak-approximation scheme for stochastic differential equations applied to the Heston stochastic volatility model. The scheme was published by Ninomiya and Ninomiya (2008) and is an extension of Kusuoka’s approximation scheme. READ MORE

  5. 24. Pricing American Options using Simulation

    University essay from Institutionen för matematik och matematisk statistik

    Author : Karl Larsson; [2007]
    Keywords : American options; Monte Carlo simulation; option pricing;

    Abstract : American options are financial contracts that allow exercise at any time until ex- piration. While the pricing of standard American option contracts has been well researched, with a few exceptions no analytical solutions exist. READ MORE

  6. 25. Choosing the Direction: Financial Market Reforms in South Korea and Malaysia

    University essay from Lunds universitet/Statsvetenskapliga institutionen

    Author : Matthias Kranke; [2005]
    Keywords : South Korea; Malaysia; Asian financial crisis; financial market; second image reversed; Social sciences; Samhällsvetenskaper; Political and administrative sciences; Statsvetenskap; förvaltningskunskap; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Social Sciences; Law and Political Science; Business and Economics;

    Abstract : The Asian financial crisis in 1997-1998 constituted a major economic shock to the countries in the region. This article seeks to analyze financial market regulation in South Korea ('Korea') and Malaysia after the crisis using the 'most similar systems design' (MSSD) for comparison. READ MORE