Essays about: "Hossein Nohrouzian"
Found 2 essays containing the words Hossein Nohrouzian.
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1. An Introduction to Modern Pricing of Interest Rate Derivatives
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : This thesis studies interest rates (even negative), interest rate derivatives and term structure of interest rates. We review the different types of interest rates and go through the evaluation of a derivative using risk-neutral and forward-neutral methods. READ MORE
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2. Lattice Approximations for Black-Scholes type models in Option Pricing
University essay from Akademin för utbildning, kultur och kommunikationAbstract : This thesis studies binomial and trinomial lattice approximations in Black-Scholes type option pricing models. Also, it covers the basics of these models, derivations of model parameters by several methods under different kinds of distributions. READ MORE
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