Fast Fourier Transform with Applications to Pricing Discrete European Barrier Options under Binomial and Trinomial Models
Date Issued
2006-06-10
Date
2006-06-10
Author(s)
Lin, Hong-yiu
DOI
20060927122856726599
Abstract
A derivative is a financial instrument which is constructed from other more basic underlying assets, such as bonds or stocks. With the dramatic growth of the derivatives markets, more & more derivatives have been designed & issued by financial institutions...
Publisher
臺北市:國立臺灣大學資訊工程學系
Type
report
File(s)![Thumbnail Image]()
Loading...
Name
thesis_r93922028.pdf
Size
204.49 KB
Format
Adobe PDF
Checksum
(MD5):d862ceeb8df0f30b0d8c4fc3827b5638