Skip to main content
Digital Repository
Toggle navigation
Log in
Browse
Contributors
Subjects
Research
Theses
Programs (Theses)
Undergraduate
Search Term
search
Search results
Algorithms
(x)
Urban Development
(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