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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, 2012
List(s) this item appears in: 2016 PNB

Thesis (Master of Science in Appllied Mathematics) -- Masteral University of the Philippines, Diliman, Quezon City, 2012

Bibliography: leaves 62-63.