Essays about: "Basket options Randomized quasi-Monte Carlo Time-changed Lévy Process Meixner Distribution Fast Fourier Transform"

Found 2 essays containing the words Basket options Randomized quasi-Monte Carlo Time-changed Lévy Process Meixner Distribution Fast Fourier Transform.

1. 1. Randomized Quasi-Monte Carlo Simulations for Basket Option Pricing where underlying assets follow a Time-Changed Meixner Levy Process

   University essay from Lunds universitet/Matematisk statistik

   Author : Gustav Säfwenberg; [2016]
   Keywords : Mathematics and Statistics;

   Abstract : Using derivative securities can help investors increase their expected returns as well as minimize their exposure to risk. For a risk-averse investor, options can oer both insurance and leverage and for a more risk-loving investor they can be used as speculation. READ MORE

3. 2. Randomized Quasi-Monte Carlo Methods for Basket Option Pricing Where Underlying Assets Follow a Time-Changed Meixner Lévy Process

   University essay from Lunds universitet/Matematisk statistik

   Author : Gustav Säfwenberg; [2016]
   Keywords : Basket options Randomized quasi-Monte Carlo Time-changed Lévy Process Meixner Distribution Fast Fourier Transform; Mathematics and Statistics;

   Abstract : Using derivative securities can help investors increase their expected returns as well as minimize their exposure to risk. For a risk-averse investor, options can offer both insurance and leverage and for a more risk-loving investor they can be used as speculation. READ MORE