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Financial Derivatives
P/F/331. Dissertation. Models of pricing call options
- WORDS:
- 9000
- DATE:
- 2005
- PRICE:
- 99.99 GBP
The dissertation aims to examine the models of pricing financial instruments focusing on pricing FTSE 100 index call options. The review of literature provides information on options as financial derivatives, Black, Scholes and Merton option pricing model, volatility smiles, FTSE 100 index call options, etc. Procedures of estimating European call options prices with different pricing models are described, conclusions about the accuracy of the models are made.
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