Essays about: "Bujar Huskaj"
Found 1 essay containing the words Bujar Huskaj.
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1. Pricing Derivatives: Implementing Heston and Nandi's (2000) Model on the Swedish Stock Index
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis is based on Heston and Nandi’s (2000) paper. The aim is to check how their closed-form discrete-time GARCH option pricing model performs on Swedish data, and if there are any significant changes to its performance when estimating it via maximum likelihood using the Normal- and the Student-t distribution. READ MORE
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