Dissertation > Excellent graduate degree dissertation topics show

Several exotic jump-diffusion model Actuarial Pricing

Author: JiaLiLi
Tutor: LiangXiangQian
School: Shandong University of Science and Technology
Course: Applied Mathematics
Keywords: Jump diffusion model Actuarial Approach Reload option Compound Option Optional Options Option Pricing
CLC: F840
Type: Master's thesis
Year: 2010
Downloads: 138
Quote: 0
Read: Download Dissertation

Abstract


Related Dissertations

  1. American Option Pricing under Stochastic Market Option Model Based on Dividend and Treatment Fees,O211.6
  2. The Study on the Evaluation of Trademark of Company Based on Real Option,F830.9;F224
  3. The Chooser Options Pricing Based on Transaction Cost and Dividend,F830.9
  4. The Application of Real Options in Strategic Investment Decision,F275;F830.9
  5. Research and Improvement of Fuzzy Real Options Pricing Model and Its Application in High-Tech Enterprise,F276.44;F830
  6. Jump - diffusion conditions defaulting corporate bond pricing model,O211.67
  7. Research of Real Estate Investment Decision-making Based on Real Option,F293.3
  8. The Design of Financial Structured Product--Pricing and Risk Hedging,F832.51
  9. Study on the Pricing of Asian Options in Fractional Brownian Motion,F830.9
  10. Numerical Methods for Option Pricing Problem under Stochastic Volatility,F830.91
  11. Two-Asset Option Pricing and Hedging Errors Under the Fractional Black-Scholes Model in the Presence of Transaction Costs,F830.9
  12. Pricing for Asian Options Under the Jump-diffusion Model,F224
  13. The Convergence of Penalty Method for American Option Pricing,F830.9
  14. Study on the Pricing of Deposit Insurance,F832
  15. The Application of the Least-Squares Monte Carlo Methode in Pricing American Options,F830.91
  16. Based on fundamental analysis of banking options and crisis early warning model,F224
  17. Based on the Modified Black-Scholes Option Pricing Model of Hedging,F830.9
  18. Derivative securities pricing,F830.91
  19. Exotic Option Pricing Based on Mean-*reverting and Stochastic Volatility,F224
  20. European Option Pricing with Variable Rate in Stoodley Model by Esscher Transform,F224

CLC: > Economic > Fiscal, monetary > Insurance > Insurance Theory
© 2012 www.DissertationTopic.Net  Mobile