Option pricing : different approaches to black-Scholes and Heston models with empirical tests.

In the past four decades, derivative markets have become increasingly important in the world of finance and investment. Various financial models have been introduced with the development of modern option pricing system. Among them, Black-Scholes model and Heston model are, perhaps, two of the most w...

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书目详细资料
Main Authors: Lu, Xi., Lu, Yaoren., Wu, Xuefei.
其他作者: Yao Shuntian
格式: Final Year Project (FYP)
语言:English
出版: 2012
主题:
在线阅读:http://hdl.handle.net/10356/48885