Oltre Black e Scholes: modelli matematici per il pricing dei weather derivatives
Mottola, Giovanni (A.A. 2006/2007) Oltre Black e Scholes: modelli matematici per il pricing dei weather derivatives. Tesi di Laurea in Metodi matematici delle scienze economiche e finanziarie, LUISS Guido Carli, relatore Fausto Gozzi, pp. 158. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Il tool matematico di base. "Alla riscoperta dei classici": Cox-Ross-Rubinstein e Black-Scholes-Merton. Oltre Black-Scholes: modelli e teoria per il pricing dei weather derivatives.
References
Bibliografia: pp. 156-157.
| 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: | Barone, Emilio |
| Academic Year: | 2006/2007 |
| Session: | Extraordinary |
| Deposited by: | Maria Teresa Nisticò |
| Date Deposited: | 24 Jan 2011 14:59 |
| Last Modified: | 20 Nov 2018 15:38 |
| URI: | https://tesi.luiss.it/id/eprint/751 |
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