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National Repository of Grey Literature 4 records found  Search took 0.00 seconds. 
Simulation methods for pricing securities
 Tvrdík, Michal ; Hurt, Jan (advisor) ; Zichová, Jitka (referee)
Detailed record
Valuation of American options
 Tvrdík, Michal ; Hurt, Jan (advisor) ; Zichová, Jitka (referee)
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.
Detailed record
Simulation methods for pricing securities
 Tvrdík, Michal ; Zichová, Jitka (referee) ; Hurt, Jan (advisor)
Detailed record
Valuation of American options
 Tvrdík, Michal ; Zichová, Jitka (referee) ; Hurt, Jan (advisor)
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.
Detailed record

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