Pricing techniques for complete and incomplete markets

Schipani, Riccardo (A.A. 2018/2019) Pricing techniques for complete and incomplete markets. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 37. [Bachelor's Degree Thesis]

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An introduction to the stochastic process in continuous time. The stochastic process. Market models in discrete time. Market models in continuous time. Monte Carlo simulation.


Bibliografia: pp. 36-37.

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: Mathematical finance
Thesis Supervisor: Biagini, Sara
Academic Year: 2018/2019
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 14 Nov 2019 11:52
Last Modified: 14 Nov 2019 11:52


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