A Monte Carlo simulation: comparison of option pricing models
Pucci di Benisichi, Beatrice (A.A. 2018/2019) A Monte Carlo simulation: comparison of option pricing models. Tesi di Laurea in Applied statistics and econometrics, Luiss Guido Carli, relatore Andrea Pozzi, pp. 43. [Bachelor's Degree Thesis]
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Abstract/Index
Financial options. Different types of options. Option pricing models. Monte Carlo simulation. Simulation: pricing of European options. European options pricing with the three models.
References
Bibliografia: pp. 41-43.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Applied statistics and econometrics |
| Thesis Supervisor: | Pozzi, Andrea |
| Academic Year: | 2018/2019 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 Nov 2019 10:58 |
| Last Modified: | 14 Nov 2019 10:58 |
| URI: | https://tesi.luiss.it/id/eprint/25001 |
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