Risk neutral probability density for currency options

Mestrado em Finanças

Bibliographic Details
Main Author: Rosa, Francisco Eduardo Lopes Sousa (author)
Format: masterThesis
Language:eng
Published: 2020
Subjects:
Opção de compra
Opção de venda
Taxa de juro
Volatilidade implícita
Spline cúbico
Maturidade
Call Option
Put Option
Interest Rate
Implied Volatility
Cubic Spline
Maturity
Online Access:http://hdl.handle.net/10400.5/20601
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/20601

Internet

http://hdl.handle.net/10400.5/20601

Similar Items