Please use this identifier to cite or link to this item:
http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/11073| Title: | Mathematics behind Option Pricing |
| Authors: | BHAGWAT, CHANDRASHEEL NANDY, ARATRIKA Dept. of Mathematics 20246602 |
| Keywords: | From Binomial to Black Scholes and other Hedging strategies |
| Issue Date: | May-2026 |
| Citation: | 47 |
| Abstract: | The thesis explores the mathematics used behind the option pricing models to how there is a link between Binomial Asset Pricing and Black Scholes Model and also states the model that are used for hedging options in general. |
| Description: | Option Pricing and Hedging |
| URI: | http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/11073 |
| Appears in Collections: | MS THESES |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 20246602_NANDY_ARATRIKA_MSc_Thesis.pdf | MSc Thesis | 484.83 kB | Adobe PDF | View/Open Request a copy |
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