Browse our collection of papers in
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.
KEYWORDS: f, dissertation, models, pricing, call, options,
Other Papers On: Financial Derivatives
Other Papers On: Financial Market Dissertations
Subject Catalogue
- Dissertations and Proposals
- Analysis of Companies
- Analysis of Industries
- Architecture, Design and Technology
- Computing and Mathematics
- E-Commerce and E-Business
- Economics
- Education
- Engineering
- Fashion and Culture
- Finance and Accounting
- General Business
- History
- Hospitality and Tourism
- Human Resource Management
- International Relations
- Law
- Literature, Language and Theatre Studies
- Management and Organisational Behaviour
- Marketing
- Media, Music and Art
- Operations Management
- Philosophy
- Politics
- Psychology
- Science, Medicine and Nursing
- Sociology
Keywords Tag Cloud
derivatives financial hedging hedge futures dissertation option options credit risk management pricing markets study call currency strategies market role risks exchange crisis theory global investment funds performance model evaluating institutions corporate british bond abbot review foreign treasury kmv banks tool issues evaluation portfolio default swaps fund stock index forwards reforms gas assessment hsbc currently storage proposed sensible practice massive losses led isoprofit sample calculation discussed banking methods petroleum included rates equity curves hypothesis studies efficient lloyds play learnt scholes valuation impacts suitable price oil carr mayo jump diffusion prices numerical approach ec literature regulators themselves automotive porsche lessons black mainstream investors ryanair methodology examination commodity hold presentation swap growth portfolios reasons main coped s ias recognition asset american capital validity measurement instruments stability sweet perspective rate returns excess nick leesons fuel united proposal toxic project calls airlines trades morgans creditmetrics instrument international clients importance explain critique airways adjusted rating types controlling discuss spread organisations exposure c york metal weather dealing moodys corporation uk models certificates deposits vs bills theoretical basic
GET OUR GooGLE TOOLBAR BUTTON
BOOK MARK US
WHAT OTHERS HAVE SAID
Just to confirm I have received the papers ordered and was impressed with the ease of ordering and speed of delivery. I am also impressed with the content.Tom
