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Found 1 essay matching the above criteria.

1. 1. Incomplete Market Models and The Housing Market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Henrik Petri; Olof Gustafsson; [2010]
   Keywords : Housing Market; Calibration; Brownian motion; Ornstein Uhlenbeck; Good Deal Bounds;

   Abstract : This thesis investigates the characteristics of the market for housing derivatives. We fit two incomplete market models to data using futures contracts on the S&P/Case-Shiller Composite 10 Index. READ MORE