Option pricing and risk management: analytic approaches with GARCH-Lévy dynamics

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Option pricing and risk management: analytic approaches with GARCH-Lévy dynamics

This Ph.D. thesis considers making some contributions to the asset pricing and financial risk management literature. First of all it offers some dynamics in the area of asset pricing which are practically implement able for pricing European style options. More precisely it considers blending GARCH t...

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Bibliographic Details
Main Author:	Mozumder, Md. Sharif Ullah
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2011
Subjects:	Options (Finance) prices mathematical models
Online Access:	https://eprints.nottingham.ac.uk/13065/

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