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| dc.contributor.advisor | BHAGWAT, CHANDRASHEEL | |
| dc.contributor.author | NANDY, ARATRIKA | |
| dc.date.accessioned | 2026-05-20T06:24:45Z | |
| dc.date.available | 2026-05-20T06:24:45Z | |
| dc.date.issued | 2026-05 | |
| dc.identifier.citation | 47 | en_US |
| dc.identifier.uri | http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/11073 | |
| dc.description | Option Pricing and Hedging | en_US |
| dc.description.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. | en_US |
| dc.language.iso | en | en_US |
| dc.subject | From Binomial to Black Scholes and other Hedging strategies | en_US |
| dc.title | Mathematics behind Option Pricing | en_US |
| dc.type | Thesis | en_US |
| dc.description.embargo | One Year | en_US |
| dc.type.degree | MSc. | en_US |
| dc.contributor.department | Dept. of Mathematics | en_US |
| dc.contributor.registration | 20246602 | en_US |
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MS THESES [2219]
Thesis submitted to IISER Pune in partial fulfilment of the requirements for the BS-MS Dual Degree Programme/MSc. Programme/MS-Exit Programme