Option Pricing: A Theoretical as well as Practical View

Option Pricing: A Theoretical as well as Practical View

This particular study has been undertaken to form a basis of comparison in the 2 main pricing techniques for options, the Black Scholes model and the Binomial Lattice model. The Black Scholes has been the fundamental model for option pricing but has certain limitations. These limitations of the mode...

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Bibliographic Details
Main Author: Gupta, Devika
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2009
Online Access:https://eprints.nottingham.ac.uk/23404/

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