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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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.


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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