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(1 - 3 of 3)
Pricing spread options under Levy jump-diffusion models
Title
Pricing spread options under Levy jump-diffusion models
Date
2011
Author(s)
Cane, Matthew (Author), Olivares, Pablo (Thesis advisor), Escobar, Marcos (Thesis advisor), Ryerson University (Degree granting institution)
Subject(s)
Options (Finance) -- Mathematical models, Options (Finance) -- Prices -- Mathematical models, Lévy processes, Finance -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
A quadrinomial lattice model that incorporates skewness and kurtosis
Title
A quadrinomial lattice model that incorporates skewness and kurtosis
Date
2009
Author(s)
Patel, Nikulbhai (Author), Ismail, Mohamed Wahab Mohamed (Thesis advisor), Ryerson University (Degree granting institution)
Subject(s)
Financial engineering -- Mathematics, Options (Finance) -- Prices -- Mathematical models, Lattice theory, Distributive lattices
Program
Immigration and Settlement Studies
Degree
Master of Engineering
Pricing and hedging Asian options under Levy processes and robust long-term investing with learning about stock returns
Title
Pricing and hedging Asian options under Levy processes and robust long-term investing with learning about stock returns
Date
2018
Author(s)
Ryerson University (Degree granting institution), Na, Andrew (Author)
Subject(s)
Levy processes, Options (Finance) -- Prices -- Mathematical models, Risk management, Financial futures
Program
Applied Mathematics
Degree
Master of Science