Application of the binomial pricing model to European and American derivatives
Tormenti, Diego (A.A. 2023/2024) Application of the binomial pricing model to European and American derivatives. Tesi di Laurea in Gambling: probability and decision, Luiss Guido Carli, relatore Hlafo Alfie Mimun, pp. 63. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Binomial pricing model. Stocks and the money market. The one-period binomial model. The multiperiod binomial model. Martingales. Conditional expectations. Martingales, submartingales and supermartingales. American derivatives. Path-independent American derivatives. Path-dependent American derivatives.
References
Sitografia: p. 51.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Gambling: probability and decision |
| Thesis Supervisor: | Mimun, Hlafo Alfie |
| Academic Year: | 2023/2024 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Apr 2025 16:28 |
| Last Modified: | 03 Apr 2025 16:28 |
| URI: | https://tesi.luiss.it/id/eprint/41620 |
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