Essays about: "optimala omvandlingsgräns"

Found 1 essay containing the words optimala omvandlingsgräns.

  1. 1. Pricing Financial Derivatives with the FiniteDifference Method

    University essay from KTH/Matematisk statistik

    Author : Sargon Danho; [2017]
    Keywords : American Call Option; Black-Scholes Equation; European Option; Finite Difference Method; Heat Equation; Optimal Exercise Boundary; Optimal Exit Boundary; Stock Loan; Amerikanska köpoptioner; Black-Scholes ekvation; europeiska optioner; finita differensmetoden; värmeledningsekvationen; optimala omvandlingsgräns; optimala avyttringsgräns; lån med aktier som säkerhet;

    Abstract : In this thesis, important theories in financial mathematics will be explained and derived. These theories will later be used to value financial derivatives. READ MORE