Skip to main content
Digital Repository
Toggle navigation
Log in
Browse
Contributors
Subjects
Research
Theses
Programs (Theses)
Undergraduate
Search Term
search
Search results
Civil Engineering
(x)
Algorithms
(x)
Urban Development
(x)
Building Science
(x)
George Eastman House -- Photograph collections
(x)
Options (Finance) -- Prices -- Mathematical models
(x)
Search results
Relevance
Date
(1 - 7 of 7)
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
Title
Hedging options with an illiquid underlying and non-probabilistic option pricing in practice
Date
2016
Author(s)
Ryerson University (Degree granting institution)
,
Nicholls, Nolan (Author)
,
Ferrando, Sebastian (Degree supervisor)
,
Rubtsov, Alexey (Degree supervisor)
Subject(s)
Hedging (Finance) -- Mathematical models
,
Options (Finance) -- Prices -- Mathematical models
,
Arbitrage -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
Title
Pricing and hedging tools for spread option contracts
Date
2014
Author(s)
Klyueva, Ekaterina (Author)
,
Ryerson University (Degree granting institution)
Subject(s)
Options (Finance) -- Prices -- Mathematical models
,
Hedging (Finance) -- Mathematical models
,
Finance -- Mathematical models
Program
Applied Mathematics
Degree
Master of Applied Science
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
Title
Hedging and Pricing in Non-probabilistic Models with Transaction Costs
Date
2011
Author(s)
Rahsepar, Massoome (Author)
,
Ryerson University (Degree granting institution)
Subject(s)
Options (Finance) -- Mathematical models
,
Options (Finance) -- Prices -- Mathematical models
,
Hedging (Finance) -- Mathematical models
,
Arbitrage -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
Title
Hedging and pricing in non-probabliistic models with transaction costs
Date
2011
Author(s)
Ryerson University (Degree granting institution)
,
Rahsepar, Massoome (Author)
Subject(s)
Options (Finance) -- Prices -- Mathematical models
,
Hedging (Finance) -- Mathematical models
,
Arbitrage -- Mathematical models
,
Options (Finance) -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
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