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Models in finance : simulation of option pricing models | |
Author | Trung, Quang-tran |
Call Number | AIT RSPR no. SM-95-52 |
Subject(s) | Pricing--Simulation methods |
Note | A research study submitted in partial fulfillment of the requirements for the degree of Master of Business Administration. |
Publisher | Asian Institute of Technology |
Series Statement | Research studies project report ; no. SM-95-52 |
Abstract | Pricing 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. |
Year | 1995 |
Corresponding Series Added Entry | Asian Institute of Technology.--Research studies project report ;--no. SM-95-52 |
Type | Research Study Project Report (RSPR) |
School | School of Management (SOM) |
Department | Other Field of Studies (No Department) |
Academic Program/FoS | Master 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.; |
Degree | Research Studies Project Report (M.B.A.) - Asian Institute of Technology, 1995 |