A Sstochastic analysis of the binomial asset pricing model
Giuli, Arianna (A.A. 2020/2021) A Sstochastic analysis of the binomial asset pricing model. Tesi di Laurea in Gambling: probability and decision, Luiss Guido Carli, relatore Hlafo Alfie Mimun, pp. 62. [Bachelor's Degree Thesis]
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Abstract/Index
The no-arbitrage binomial asset pricing model. Stock options. The multiperiod binomial model. Martingales. Markov processes. American derivative securities. Path-independent American derivatives. Stopping times. General american derivatives. MATLAB codes. Path independent European put-call options. Path independent American put options.
References
Bibliografia: pp. 61-62.
| 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: | Gambling: probability and decision |
| Thesis Supervisor: | Mimun, Hlafo Alfie |
| Academic Year: | 2020/2021 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 07 Mar 2022 15:00 |
| Last Modified: | 07 Mar 2022 15:00 |
| URI: | https://tesi.luiss.it/id/eprint/31624 |
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