EUROPEAN OPTION PRICING WITH TGARCH-M(1,1)
Options is one of financial instruments that often included in investor's portfolio to protect their asset. Financial institutions and investors are required to valuate the prices with no arbritrage opportunity such that no one always win. The no arbitrage price helps their decision making. Bla...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Final Project |
| 語言: | Indonesia |
| 在線閱讀: | https://digilib.itb.ac.id/gdl/view/27813 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Institut Teknologi Bandung |
| 語言: | Indonesia |