Add to ORKGThis project is devoted primarily to the use of Monte Carlo methods to simulate stock prices in order to price European call options using control variates, and to the use of the binominal model to price American put options. At the end, we can use the information to form a portfolio position using an Interactive Brokers paper trading account. This project was done as a part of the masters capstone course Math 573: Computational Methods of Financial Mathematics
The object of study in this thesis is the most general affine term structure model characterized by ...
This paper aims to use Monte Carlo methods to price American call options on equities using the vari...
The credit derivatives market has known an incredible development since its advent in the 1990\u27s....
This paper aims to practice the use of Monte Carlo methods to simulate stock prices in order to pric...
Options are one of the most used financial instruments nowadays. The goal of the project is to analy...
using tools and resources available through the internet, a six-week stimulation was performed in ch...
With the number of Initial Public Offerings (IPOs) issued rapidly increasing, there is more potentia...
This Interactive Qualifying Project introduces the audience to the Foreign Exchange Market. Our obje...
This project has three parts. The first part is to use the efficient frontier and find the tangency ...
A six-week simulation was conducted with the goals of gaining experience buying and selling stocks a...
abstract: I study the performance of hedge fund managers, using quarterly stock holdings from 1995 t...
University of Minnesota Ph.D. dissertation. August 2019. Major: Business Administration. Advisor: An...
This Interactive Qualifying Project introduces the audience to the Foreign Exchange Market. Our obje...
This report presents the key findings of the 2017 ECMI Statistical Package, a comprehensive database...
This dissertation is a collection of three essays that analyze the impact of economic uncertainty on...
The object of study in this thesis is the most general affine term structure model characterized by ...
This paper aims to use Monte Carlo methods to price American call options on equities using the vari...
The credit derivatives market has known an incredible development since its advent in the 1990\u27s....
This paper aims to practice the use of Monte Carlo methods to simulate stock prices in order to pric...
Options are one of the most used financial instruments nowadays. The goal of the project is to analy...
using tools and resources available through the internet, a six-week stimulation was performed in ch...
With the number of Initial Public Offerings (IPOs) issued rapidly increasing, there is more potentia...
This Interactive Qualifying Project introduces the audience to the Foreign Exchange Market. Our obje...
This project has three parts. The first part is to use the efficient frontier and find the tangency ...
A six-week simulation was conducted with the goals of gaining experience buying and selling stocks a...
abstract: I study the performance of hedge fund managers, using quarterly stock holdings from 1995 t...
University of Minnesota Ph.D. dissertation. August 2019. Major: Business Administration. Advisor: An...
This Interactive Qualifying Project introduces the audience to the Foreign Exchange Market. Our obje...
This report presents the key findings of the 2017 ECMI Statistical Package, a comprehensive database...
This dissertation is a collection of three essays that analyze the impact of economic uncertainty on...
The object of study in this thesis is the most general affine term structure model characterized by ...
This paper aims to use Monte Carlo methods to price American call options on equities using the vari...
The credit derivatives market has known an incredible development since its advent in the 1990\u27s....