Essays about: "Diego R. Calvo"

Found 2 essays containing the words Diego R. Calvo.

1. 1. Pricing American Style Asian OptionsUsing Dynamic Programming

   University essay from Akademin för utbildning, kultur och kommunikation

   Author : Diego R. Calvo; Michail Musatov; [2010]
   Keywords : American Options; Asian Options; Option pricing; Java Applet; American-Asian call options pricing;

   Abstract : The objective of this study is to implement a Java applet for calculating Bermudan/American-Asian call option prices and to obtain their respective optimal exercise strategies. Additionally, the study presents a computational time analysis and the effect of the variables on the option price. .. READ MORE

3. 2. External Debt and Economic Growth

   University essay from Akademin för hållbar samhälls- och teknikutveckling

   Author : Johannes H. Stefanoudakis; Diego R. Calvo; Marcelo Tames; [2009]
   Keywords : ;

   Abstract : Throughout the years most countries have incurred in borrowing money in order to finance many of their operations. Those loans and their accumulation have either benefited or impaired those countries’ ability to grow. READ MORE