Investigation of alternative methods of option pricing
ABSTRACT This dissertation comprising part of a Master Course in Computational Finance investigates the performance of binomial method and neural networks when they mimic Black-Scholes function in pricing European call option. A binomial option pricing calculator with GUI was written in java and an...
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| Format: | Dissertation (University of Nottingham only) |
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2006
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| Online Access: | https://eprints.nottingham.ac.uk/21565/ |