Basket options
Curati, Tiziano (A.A. 2007/2008) Basket options. Tesi di Laurea in Economia del mercato mobiliare, LUISS Guido Carli, relatore Emilio Barone, pp. 41. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Utilizzo delle basket options. La formula di Black & Scholes. Metodi di valutazione. Il metodo Monte Carlo. Il metodo dei momenti. Gli alberi binomiali. Spread options.
References
Bibliografia: pp. 40-41.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics, Financial Markets and Institutions (28) |
| Chair: | Economia del mercato mobiliare |
| Thesis Supervisor: | Barone, Emilio |
| Academic Year: | 2007/2008 |
| Session: | Summer |
| Deposited by: | Users 353 not found. |
| Date Deposited: | 30 Mar 2011 14:23 |
| Last Modified: | 19 Jul 2018 08:42 |
| URI: | https://tesi.luiss.it/id/eprint/2702 |
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