Asian option pricing model

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We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Analytical Finance I MC application for VaR on a portfolio. The results show that the models that controls the generating of random numbers has the best estimating of the price where Quasi-MC performed better than the others. Black Scholes Call Option i Python.

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Some asymptotic optimization results are also provided.

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Valuation of Derivative Assets

Some numerical experiments and comparison to the PDE based method are also presented. Vi kommer att använda trädstrukturer för att modellera tidsutveckling för aktiekurser och informationsflöden. Magnus Wiktorsson Teaching assistants: The thesis consists of an introductory survey of the subject and related theory and four papers A-D. Färdighet och förmåga Att efter genomgången kurs kunna använda de grundläggande ekonomiska begreppen för att uttrycka relationer mellan olika finansiella kontrakt.

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