Operator methods exploring numerical solutions in financial modeling

Pietronero, Giacomo (A.A. 2009/2010) Operator methods exploring numerical solutions in financial modeling. Tesi di Laurea in Metodi matematici per la finanza, LUISS Guido Carli, relatore Fausto Gozzi, pp. 58. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Operator methods. Leverage effect. Global FX model.

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 per la finanza
Thesis Supervisor: Gozzi, Fausto
Thesis Co-Supervisor: Barone, Emilio
Academic Year: 2009/2010
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 13 Jun 2011 17:27
Last Modified: 20 Nov 2018 15:45
URI: https://tesi.luiss.it/id/eprint/4801

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