Essays about: "Tom Claesson"
Found 1 essay containing the words Tom Claesson.
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1. Estimation methods for Asian Quanto Basket options
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : All financial institutions that provide options to counterparties will in most cases get involved withMonte Carlo simulations. Options with a payoff function that depends on asset’s value at differenttime points over its lifespan are so called path dependent options. READ MORE
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