Pricing of European options
"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.
Mathematics and Statistics
M.S. in Applied Mathematics
University of Missouri--Rolla
iv, 30 pages
© 2003 Dirk Rohmeder, All rights reserved.
Thesis - Citation
Library of Congress Subject Headings
Options (Finance) -- Prices -- Mathematical models
Print OCLC #
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
Rohmeder, Dirk, "Pricing of European options" (2003). Masters Theses. 2316.