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(1 - 2 of 2)
Pricing and hedging tools for spread option contracts
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
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