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Browsing M.S. Theses by Subject "Options (Finance) -- Prices -- Mathematical models."

Browsing M.S. Theses by Subject "Options (Finance) -- Prices -- Mathematical models."

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  • Pricing American options by simulation 
    Coşkan, Cem. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2008., 2008.)
    Pricing American options is a di cult problem in mathematical nance as no closed form solution exists. So, many approximations and numerical techniques have been developed. In option pricing, it is advantageous to use ...
  • Pricing European FX options by heston model calibrated with historical spot prices 
    Sülük, Havva. (Thesis (M.A.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2017., 2017.)
    In this thesis, European type of FX call and put options are priced by two methods, Black and Scholes Model and Heston Model. Despite the fact that Black and Scholes is widely used by finance environment, the volatility ...

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