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Date
(1 - 5 of 5)
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
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