Basket options

Curati, Tiziano (A.A. 2007/2008) Basket options. Tesi di Laurea in Economia del mercato mobiliare, LUISS Guido Carli, relatore Emilio Barone, pp. 41. [Bachelor's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Utilizzo delle basket options. La formula di Black & Scholes. Metodi di valutazione. Il metodo Monte Carlo. Il metodo dei momenti. Gli alberi binomiali. Spread options.

References

Bibliografia: pp. 40-41.

Thesis Type: Bachelor's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics, Financial Markets and Institutions (28)
Chair: Economia del mercato mobiliare
Thesis Supervisor: Barone, Emilio
Academic Year: 2007/2008
Session: Summer
Deposited by: MARIA LAURA MARCEDDU
Date Deposited: 30 Mar 2011 14:23
Last Modified: 19 Jul 2018 08:42
URI: https://tesi.luiss.it/id/eprint/2702

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