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: | Users 1066 not found. |
| 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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