Add to ORKGFinancial derivatives have been constituting one of the most dynamic fields in the mathematical finance. The main task is represented by the valuation or pricing of these instruments. This theses deals with standard models and their limits, tries to explore advanced methods of continuous martingale measures and on their bases proposes numerical methods applicable to derivatives valuation. Some procedures leading to elimination of certain simplifying assumptions are presented as well
The binomial asset-pricing model is used to price financial derivative securities. This text will be...
International audienceThis book covers the theory of derivatives pricing and hedging as well as tech...
The objective of this book is to give a self-contained presentation to the theory underlying the val...
In the present thesis we study methods of nancial derivatives valuation. We use stochastic calculus ...
In the present thesis we study methods of nancial derivatives valuation. We use stochastic calculus ...
The term Financial Derivative is a very broad term which has come to mean any financial transaction ...
In the text of this thesis we deal with the task of valuing financial derivatives. The theory is bas...
Title: Martingale measures and pricing of financial derivatives Author: Martin Melicherčík Departmen...
This book covers the theory of derivatives pricing and hedging as well as techniques used in mathema...
This book covers the theory of derivatives pricing and hedging as well as techniques used in mathema...
In this work, we discuss and empirically analyse the importance of a practice common to every numeri...
This bachelor thesis deals with selected methods of pricing of fi- nancial derivatives. It begins wi...
This work deals with the possibilities of financial derivatives pricing. Explained are especially ma...
Yielding new insights into important market phenomena like asset price bubbles and trading constrain...
The binomial asset-pricing model is used to price financial derivative securities. This text will be...
The binomial asset-pricing model is used to price financial derivative securities. This text will be...
International audienceThis book covers the theory of derivatives pricing and hedging as well as tech...
The objective of this book is to give a self-contained presentation to the theory underlying the val...
In the present thesis we study methods of nancial derivatives valuation. We use stochastic calculus ...
In the present thesis we study methods of nancial derivatives valuation. We use stochastic calculus ...
The term Financial Derivative is a very broad term which has come to mean any financial transaction ...
In the text of this thesis we deal with the task of valuing financial derivatives. The theory is bas...
Title: Martingale measures and pricing of financial derivatives Author: Martin Melicherčík Departmen...
This book covers the theory of derivatives pricing and hedging as well as techniques used in mathema...
This book covers the theory of derivatives pricing and hedging as well as techniques used in mathema...
In this work, we discuss and empirically analyse the importance of a practice common to every numeri...
This bachelor thesis deals with selected methods of pricing of fi- nancial derivatives. It begins wi...
This work deals with the possibilities of financial derivatives pricing. Explained are especially ma...
Yielding new insights into important market phenomena like asset price bubbles and trading constrain...
The binomial asset-pricing model is used to price financial derivative securities. This text will be...
The binomial asset-pricing model is used to price financial derivative securities. This text will be...
International audienceThis book covers the theory of derivatives pricing and hedging as well as tech...
The objective of this book is to give a self-contained presentation to the theory underlying the val...