A numerical model of the Mamon-Rodrigo option pricing formula using stochastic volatility models / Carl Joseph V. Jamosin.
By: Jamosin, Carl Joseph V.
Publisher: 2012Description: xi, 63 leaves : graphs ; 28 cm.Content type: rda Media type: unmediated Carrier type: volumeSubject(s): Derivative securities -- Mathematical modelsDDC classification: 332.632015118 Dissertation note: Thesis (Master of Science in Appllied Mathematics) -- Masteral University of the Philippines, Diliman, Quezon City, 2012Thesis (Master of Science in Appllied Mathematics) -- Masteral University of the Philippines, Diliman, Quezon City, 2012
Bibliography: leaves 62-63.