Essays about: "Ida Bucic"

Found 2 essays containing the words Ida Bucic.

  1. 1. Heston vs Black Scholes stock price modelling

    University essay from Linnéuniversitetet/Institutionen för matematik (MA)

    Author : Ida Bucic; [2021]
    Keywords : Heston model; Black Scholes model; CIR model; Stock price modelling;

    Abstract : In this thesis the Black Scholes and the Heston stock prices are investigated and the models are compared. The Black Scholes model assumes that the volatility is constant, while the Heston model allows stochastic volatility which is more flexible and can perform better with empirical data. READ MORE

  3. 2. Pollard's rho method

    University essay from Linnéuniversitetet/Institutionen för matematik (MA)

    Author : Ida Bucic; [2019]
    Keywords : Number theory; Factorization; Floyd s cycle finding algorithm;

    Abstract : In this work we are going to investigate a factorization method that was invented by John Pollard. It makes possible to factorize medium large integers into a product of prime numbers. We will run a C++ program and test how do different parameters affect the results. READ MORE