1 AIT Asian Institute of Technology

Models in finance : simulation of option pricing models

AuthorTrung, Quang-tran
Call NumberAIT RSPR no. SM-95-52
Subject(s)Pricing--Simulation methods

NoteA research study submitted in partial fulfillment of the requirements for the degree of Master of Business Administration.
PublisherAsian Institute of Technology
Series StatementResearch studies project report ; no. SM-95-52
AbstractPricing is an important activity in Stock and Derivatives Markets. Some experts spend most of their working lives only to consider the behaviors of a dozen of stock pnces. The programs written in my research, at certain level, can be used to serve these purposes. But, as a teacher, what I expect is only to use them as the tools in introducing the activities of stock and derivatives markets to people. By the concrete steps, the alive charts etc. the teacher can make his students get used to the complex concepts related to option, hedging etc. and complicated mathematical formulas. In Vietnam, although the stock market is just at the beginning stage, and the derivatives markets will take us longer time to develop, introducing the basic concepts related to their activities is useful and necessary for preparing potential participants in these markets when they operate.
Year1995
Corresponding Series Added EntryAsian Institute of Technology.--Research studies project report ;--no. SM-95-52
TypeResearch Study Project Report (RSPR)
SchoolSchool of Management (SOM)
DepartmentOther Field of Studies (No Department)
Academic Program/FoSMaster of Business Administration in International Business (Publication code = SM)
Chairperson(s)Gupta, Jyoti P.;
Examination Committee(s)Pandey, I.M.;Bumbacher, Urs;
Scholarship Donor(s)The government of Switzerland.;
DegreeResearch Studies Project Report (M.B.A.) - Asian Institute of Technology, 1995


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