Etd
Pricing Security Derivatives under the Forward Measure
ÖffentlichThis project is an investigation and implementation of pricing derivative securities using the forward measure. It will explain the methodology of building a modified discrete Ho-Lee interest rate model to do so, along with the extraction of historical yield and interest rates to calibrate the model.
- Creator
- Mitwirkende
- Degree
- Unit
- Publisher
- Language
- English
- Identifier
- etd-053007-142223
- Stichwort
- Advisor
- Defense date
- Year
- 2007
- Date created
- 2007-05-30
- Resource type
- Rights statement
- Zuletzt geändert
- 2021-01-28
Beziehungen
- In Collection:
Objekte
Artikel
Miniaturansicht | Titel | Sichtbarkeit | Embargo Release Date | Aktionen |
---|---|---|---|---|
|
mbtwarogForwardMeasure.pdf | Öffentlich | Herunterladen | |
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mbtwarogVolitilityFinal.c | Öffentlich | Herunterladen | |
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mbtwarogNodeTree.c | Öffentlich | Herunterladen |
Permanent link to this page: https://digital.wpi.edu/show/5999n346g