Home > Search Results: Šigut, Jiří
Search:
Search Tips :: Advanced Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Option valuation models with stochastic volatility
 Šigut, Jiří ; Málek, Jiří (advisor) ; Hudec, Patrik (referee)
This work describes stochastic volatility models and application of such models for option pricing. Models for underlying asset and then pricing models for options with stochastic volatility are derived. Black-Scholes and Heston-Nandi models are compared in empirical part of this work.
Detailed record
Comparison of binomial and Black-Scholes option pricing models
 Šigut, Jiří ; Málek, Jiří (advisor)
This work aims to describe binomial and Black-Scholes model. Options and their features are described in first parts of the work. Then assumptions and theory of both models are presented. The last chapter of theoretical part of this thesis is devoted to describe convergence of both models. Empirical part deals with convergence of pricing models.
Detailed record

See also: similar author names
1 Šigut, Jakub
Interested in being notified about new results for this query?
Subscribe to the RSS feed.
Digital Repository :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.2
Maintained by admin.invenio@techlib.cz
This site is also available in the following languages:
Česky  English