Mathematics of parallel stratagems

• Main Author: Jalan, Priyal
• Other Authors: Shu Jian Jun
• Format: Final Year Project
• Language: English
• Published: 2017
• Subjects: DRNTU::Engineering::Mechanical engineering
• Online Access: http://hdl.handle.net/10356/71695
• Institution: Nanyang Technological University

Parallel stratagems are used as hedging strategies by investors to minimise their exposure to risk in the financial markets. Options are one of the most popularly used instruments for effective hedging. A number of mathematical models have been developed for predicting the price of option cont...