Option Valuation in Practice

by Prifti, Denada

Abstract (Summary)
This thesis aims to introduce some fundamental concepts underlying option valuation theory involving interactive implementation of computational tools within XploRe. The outlined theory consists of four major parts: analysis of asset price dynamics, valuation models for plain vanilla options in continuous- and discrete-time, sensitivities and implied volatilities. Several numerical examples and plots have integrated both software application and theory.
Bibliographical Information:


School:Humboldt-Universität zu Berlin

School Location:Germany

Source Type:Master's Thesis

Keywords:statistik wirtschaft


Date of Publication:08/26/2002

© 2009 All Rights Reserved.