Masters Theses

Title

Pricing of European options

Author

Dirk Rohmeder

Abstract

"This thesis presents a mathematical model to evaluate European contingent claims by duplicating the cash-flow using a self-financing portfolio consisting only of a stock and a bond ... Finally, a promising idea to evaluate the fair price of an European contingent claim is expounded."--Abstract, page iii.

Department(s)

Mathematics and Statistics

Degree Name

M.S. in Applied Mathematics

Publisher

University of Missouri--Rolla

Publication Date

Spring 2003

Pagination

iv, 30 pages

Note about bibliography

Includes bibliographical references (leaves 123-125).

Rights

© 2003 Dirk Rohmeder, All rights reserved.

Document Type

Thesis - Citation

File Type

text

Language

English

Library of Congress Subject Headings

Options (Finance) -- Prices -- Mathematical models

Thesis Number

T 8227

Print OCLC #

53209331

Link to Catalog Record

Full-text not available: Request this publication directly from Missouri S&T Library or contact your local library.

http://laurel.lso.missouri.edu/record=b5002874~S5

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