Options pricing with stochastic volatility: SABR model
Campo, Giovanni (A.A. 2009/2010) Options pricing with stochastic volatility: SABR model. Tesi di Laurea in Processi stocastici e applicazioni alla finanza, LUISS Guido Carli, relatore Roberto Renò, pp. 91. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
La valutazione di opzioni europee. Volatilità stocastica e volatilità locale. Il modello SABR. Applicazione empirica
References
Bibliografia: pp. 86-91.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (64/S) |
| Chair: | Processi stocastici e applicazioni alla finanza |
| Thesis Supervisor: | Renò, Roberto |
| Thesis Co-Supervisor: | Scarsini, Marco |
| Academic Year: | 2009/2010 |
| Session: | Summer |
| Deposited by: | Users 1066 not found. |
| Date Deposited: | 04 May 2011 17:34 |
| Last Modified: | 19 May 2015 22:43 |
| URI: | https://tesi.luiss.it/id/eprint/3856 |
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