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UM E-Theses Collection (澳門大學電子學位論文庫)

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Title Author Supervisor arrow_drop_up Issue Date Degree
Pricing weather derivatives under mean reverting jump process check Full Text
Cao, Zhi Jie Ding, Deng 2015. Master
The Girsanov's Theorems and the Novikov's Conditions
Sam, Heng Long Ding, Deng 2006. Master
Numerical methods for pricing Bermudan barrier options check Full Text
Zhao, Jing Ya Ding, Deng 2012. Master
Neural network models for stock option pricing check Full Text
Shu, Nao Ding, Deng 2020. Master
A theoretical analysis on the COS method for valuation of delta hedge check Full Text
Xie, Jun Xia Ding, Deng 2014. Master
New development of monte carlo and quasi-monte carlo methods check Full Text
Lin, Zhi Yu Ding, Deng 2017. Master
The fourier-cosine expansion method for value-at-risk under stable models
Liu, Li Hong Ding, Deng 2014. Master
Pricing discretely monitored barrier options via a fast and accurate FFT-based method check Full Text
Weng, Zuo Qiu Ding, Deng 2010. Master
Numerical methods for early-exercise option pricing via Fourier analysis check Full Text
Huang, Ning Ying Ding, Deng 2010. Master
The applications of Fourier analysis to European option pricing check Full Text
U, Sio Chong Ding, Deng 2009. Master

Showing 21 to 30 of 208 results