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Date
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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