Implied Volatility in a Regime-Switching Market: Theory and Computation

dc.contributor.advisor	GOSWAMI, ANINDYA	en_US
dc.contributor.author	KULHARI, SHIRISH	en_US
dc.date.accessioned	2015-05-05T11:01:31Z
dc.date.available	2015-05-05T11:01:31Z
dc.date.issued	2015-05	en_US
dc.identifier.uri	http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/450
dc.language.iso	en	en_US
dc.subject	2015
dc.subject	Market Theory	en_US
dc.subject	Computation	en_US
dc.title	Implied Volatility in a Regime-Switching Market: Theory and Computation	en_US
dc.type	Thesis	en_US
dc.type.degree	BS-MS	en_US
dc.contributor.department	Dept. of Physics	en_US
dc.contributor.registration	20091097	en_US

Files in this item

Name: Revised thesis_Shirish ...

Size: 1.523Mb

Format: PDF

MS THESES [1714]
Thesis submitted to IISER Pune in partial fulfilment of the requirements for the BS-MS Dual Degree Programme/MSc. Programme/MS-Exit Programme