Original title: Hodnocení amerických opcí
Translated title: Valuation of American options
Authors: Tvrdík, Michal ; Zichová, Jitka (referee) ; Hurt, Jan (advisor)
Document type: Master’s theses
Year: 2009
Language: cze
Abstract: This thesis deals with American option valuation. We use some numerical methods for that purpose. These methods are: Binomial Method, Finite Elements Method and Finite Differences Method. First we explain the basis issues of these methods. Then we use them for American put option valuation. In Mathematica we realized calculations making us of the above methods compare their outputs.

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/27647

Permalink: http://www.nusl.cz/ntk/nusl-282841


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses