Beyond black-scholes pricing of financial derivatives.

• Main Author: Chen, Jiateng.
• Other Authors: Cheong Siew Ann
• Format: Final Year Project
• Language: English
• Published: 2012
• Subjects: DRNTU::Business::Finance::Derivatives
• Online Access: http://hdl.handle.net/10356/49066
• Institution: Nanyang Technological University

During the recent global financial crisis regulators recognized the need for financial institutions to include derivatives in their balance sheets, for a more accurate assessment of the risks such firms face. This shift in accounting practice requires such instruments to be accurately valued. Nearly...