Beyond black-scholes pricing of financial derivatives.

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...

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

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