Essays about: "Rafael Velasquez"

Found 2 essays containing the words Rafael Velasquez.

  1. 1. Option Pricing on Levy Based Markets

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Rafael Velasquez; [2020]
    Keywords : ;

    Abstract :   The development of novel methods for accurate financial market modelling has always been a significant area in financial mathematics. Therefore, this master thesis examines the applicability of three Levy processes, known as CGMY, NIG and Meixner for pricing European call and put options. READ MORE

  3. 2. The Implicit Function Theorem

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Rafael Velasquez; [2018]
    Keywords : ;

    Abstract : In this essay we present an introduction to real analysis, with the purpose of proving the Implicit Function Theorem. Our proof relies on other well-known theorems in set theory and real analysis as the Heine-Borel Covering Theorem and the Inverse Function Theorem. .. READ MORE