Pricing and hedging exotic options in insurance and finance / Ng Ze-An

This thesis concerns the theoretical pricing and hedging of options, financial instruments that give a payoff at a set date based on the price of one, or several other financial assets, known as the underlying assets. The underlying assets are usually taken to be stocks, but can also be bonds, se...

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书目详细资料
主要作者: Ng , Ze-An
格式: Thesis
出版: 2024
主题: