Pricing of American call options using simulation and numerical analysis /
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| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
2011.
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| Subjects: | |
| Online Access: | http://studentsrepo.um.edu.my/id/eprint/3872 |
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| LEADER | 01096cam a2200289 a 4500 | ||
|---|---|---|---|
| 001 | u871311 | ||
| 003 | SIRSI | ||
| 005 | 201301031603 | ||
| 008 | 130103a2011 my s t 000 0 eng m | ||
| 040 | |a UMM |d AUM | ||
| 090 | |a QA3 |b UMP 2011 Beh | ||
| 100 | 1 | |a Beh, Woan Lin. | |
| 245 | 1 | 0 | |a Pricing of American call options using simulation and numerical analysis / |c Beh Woan Lin. |
| 260 | |c 2011. | ||
| 300 | |a xxi, 123 leaves : |b ill. ; |c 30 cm. | ||
| 502 | |a Thesis (Ph.D) -- Institut Sains Matematik, Fakulti Sains, Universiti Malaya, 2011. | ||
| 504 | |a Bibliography: leaves 119-123. | ||
| 530 | |a Also issued in CD. | ||
| 650 | 0 | |a Options (Finance) |x Prices. | |
| 650 | 0 | |a Numerical analysis. | |
| 650 | 0 | |a Hedging (Finance) | |
| 710 | 2 | |a Universiti Malaya. |b Institut Sains Matematik. | |
| 856 | 4 | 1 | |u http://studentsrepo.um.edu.my/id/eprint/3872 |
| 900 | |a US-ZA | ||
| 596 | |a 1 25 | ||
| 999 | |a QA3 UMP 2011 BEH |w LC |c 1 |i A515059880 |d 27/5/2013 |f 27/5/2013 |g 1 |l STACKS |m P01UTAMA |r Y |s Y |t TESIS |u 23/5/2013 | ||
| 999 | |a QA3 UMP 2011 BEH |w LC |c 1 |i A515559585 |l STACKS |m P25UMARCHI |r Y |s Y |t CD |u 1/3/2017 |1 STEM |2 GIFT | ||