Asset pricing and fractional brownian motion: instant trade arbitrage

Iabichino, Stefano (A.A. 2009/2010) Asset pricing and fractional brownian motion: instant trade arbitrage. Tesi di Laurea in Metodi matematici delle scienze economiche e finanziarie, LUISS Guido Carli, relatore Fausto Gozzi, pp. 155. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Il primo teorema fondamentale della finanza. Il moto browniano puro. Il modello di black and scholes. Il moto browniano frazionario e l’arbitraggio d’instant trading.

References

Bibliografia: pp. 153-155.

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: Metodi matematici delle scienze economiche e finanziarie
Thesis Supervisor: Gozzi, Fausto
Thesis Co-Supervisor: Renò, Roberto
Academic Year: 2009/2010
Session: Summer
Deposited by: SARA DI PERNA
Date Deposited: 04 May 2011 18:28
Last Modified: 20 Nov 2018 15:41
URI: https://tesi.luiss.it/id/eprint/3861

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