Browsing Magister Scientiae - MSc (Statistics and Population Studies) by Subject "Brennan-Schwartz"
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Stochastic Volatility Models for Contingent Claim Pricing and Hedging
(University of the Western Cape, 2008)The present mini-thesis seeks to explore and investigate the mathematical theory and concepts that underpins the valuation of derivative securities, particularly European plainvanilla options. The main argument that we ...