Essays about: "binomial option"
Showing result 1 - 5 of 20 essays containing the words binomial option.
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1. Construction and Evaluation of Basket Options using the Binomial Option Pricing Model
University essay from KTH/Matematisk statistikAbstract : Hedge funds use a variety of different financial instruments in order to try to achieve over-average returns without taking on excessive risk - options being one of the most common of these instruments. Basket options is a type of option that is written on several underlying assets that can be used to hedge risky positions. READ MORE
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2. Option pricing in the binomial model
University essay from Uppsala universitet/Tillämpad matematik och statistikAbstract : .... READ MORE
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3. A comparison of numerical methods for pricing single and double barrier options
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : Barrier options are the most popular and traded derivatives in the financial market because of their lower prices. Many studies have been conducted to develop the methods of pricing barrier options. Barrier option prices can be calculated using the classical binomial tree method, but it is time-consuming when we have a large number of time periods. READ MORE
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4. Option Pricing and Early Exercise Boundary of American Options under Markov-Modulated Volatility
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : The CRR binomial model is one of the most important models in financial mathematics. In this thesis we consider an extension to this model with Markov switching-state volatility. We present a detailed algorithm for obtaining early exercise boundaries for American options, as well as, fair prices for both American and European options. READ MORE
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5. Investigating the prerequisites of a service guarantee for soil damages
University essay from SLU/Dept. of Forest Resource ManagementAbstract : Timber harvesting is a disturbance which can alter the natural order of the ecosystem, causing potentially harmful consequences, especially on water quality. These damages are commonly present where forestry machines have ruptured or compacted the organic layer of the forest floor. READ MORE