"DAX index options" - Selaus asiasanan mukaanPro gradu -tutkielmat ja diplomityöt (rajattu saatavuus)

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    • Pricing Dax index options with Heston’s stochastic volatility model 

      Heinonen, Jari-Pekka (2008)
      Pro gradu - tutkielma 
      The purpose of this thesis is to compare the pricing power of two different option pricing models on DAX Index data. The models included are Black-Scholes-Merton (BS) and Heston’s stochastic volatility (SV) model. The data ...
      Kokoteksti luettavissa vain Tritonian asiakaskoneilla.