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- W1937294744 abstract "This thesis aims to introduce some fundamental concepts underlying option valuation theory involving interactive implementation of computational tools within XploRe. The outlined theory consists of four major parts: analysis of asset price dynamics, valuation models for plain vanilla options in continuousand discrete-time, sensitivities and implied volatilities. Several numerical examples and plots have integrated both software application and theory." @default.
- W1937294744 created "2016-06-24" @default.
- W1937294744 creator A5041226423 @default.
- W1937294744 date "2002-08-26" @default.
- W1937294744 modified "2023-09-27" @default.
- W1937294744 title "Option Valuation in Practice" @default.
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