Pricing options under stochastic volatility

Pricing options under stochastic volatility

Venter, Rudolf Gerrit
URI: http://hdl.handle.net/2263/27756
Date: 2006-09-06

Abstract:

Please read the abstract in the section 00front of this document

Description:

Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2006.

Show full item record

Files in this item

Icon
Name: 00front.pdf
Size: 1.174Mb
Format: PDF
View/Open
Icon
Name: 01chapter1.pdf
Size: 361.6Kb
Format: PDF
View/Open
Icon
Name: 02part1chapter2.pdf
Size: 1.196Mb
Format: PDF
View/Open
Icon
Name: 02part1chapter3.pdf
Size: 350.4Kb
Format: PDF
View/Open
Icon
Name: 02part1chapter4.pdf
Size: 625.9Kb
Format: PDF
View/Open
Icon
Name: 03part2chapter5.pdf
Size: 756.5Kb
Format: PDF
View/Open
Icon
Name: 04part3chapter6.pdf
Size: 1.045Mb
Format: PDF
View/Open
Icon
Name: 04part3chapter7.pdf
Size: 626.5Kb
Format: PDF
View/Open
Icon
Name: 05part4chapter8.pdf
Size: 410.3Kb
Format: PDF
View/Open
Icon
Name: 05part4chapter9.pdf
Size: 911.1Kb
Format: PDF
View/Open
Icon
Name: 06chapter10.pdf
Size: 75.06Kb
Format: PDF
View/Open
Icon
Name: 07back.pdf
Size: 290.6Kb
Format: PDF
View/Open
Icon
Name: Complete.pdf
Size: 7.920Mb
Format: PDF
View/Open

This item appears in the following Collection(s)