Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Hestonův model"'
Autor:
Khmelevskiy, Vadim
This master's thesis focuses on the problem area of option pricing under stochastic volatility. The theoretical part includes terms that are essential for understanding the problem area of option pricing and explains particular models for both option
Externí odkaz:
http://www.nusl.cz/ntk/nusl-264147
Autor:
Obhlídal, Jiří
The thesis focuses on methods of option prices calculations using two different pricing models which are Heston and Black-Scholes models. The first part describes theory of these two models and conlcudes with a comparison of the risk-neutral measures
Externí odkaz:
http://www.nusl.cz/ntk/nusl-206893
Autor:
Obhlídal, Jiří
The thesis focuses on methods of option prices calculations using two different pricing models which are Heston and Black-Scholes models. The first part describes theory of these two models and conlcudes with a comparison of the risk-neutral measures
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::958881b1bab7db2d1322f555e377fd4e
http://www.nusl.cz/ntk/nusl-206893
http://www.nusl.cz/ntk/nusl-206893
Autor:
Macháček, Adam
In the presented thesis we study three methods of pricing European currency barrier options. With help of these methods we value selected barrier options with underlying asset EUR/CZK. In the first chapter we introduce the basic definitions from the
Externí odkaz:
http://www.nusl.cz/ntk/nusl-321410
Autor:
Coufalík, Jan
The aim of this diploma thesis is to analyze and implement selected option pricing models using statistical software. The first chapter introduces theoretical basics of options as financial instruments ideal for hedging and speculation. The second ch
Externí odkaz:
http://www.nusl.cz/ntk/nusl-199783
Autor:
Coufalík, Jan
The aim of this diploma thesis is to analyze and implement selected option pricing models using statistical software. The first chapter introduces theoretical basics of options as financial instruments ideal for hedging and speculation. The second ch
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::6c4b3133a9ff02015e3782fccbae84aa
http://www.nusl.cz/ntk/nusl-199783
http://www.nusl.cz/ntk/nusl-199783