Essays about: "Jakub Blaszkiewicz"
Found 1 essay containing the words Jakub Blaszkiewicz.
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1. Analysis of An Uncertain Volatility Model in the framework of static hedging for different scenarios
University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)Abstract : In Black-Scholes model, the parameters -a volatility and an interest rate were assumed as constants. In this thesis we concentrate on behaviour of the volatility as a function and we find more realistic models for the volatility, which elimate a risk connected with behaviour of the volatility of an underlying asset. READ MORE
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