DINAMIKA RISET WILL HELP
YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON Wawan 081294635021
Below are some topics which
important for your thesis/dissertation:
Credit Derivatives
RiskMetrics and CreditMetrics
CrashMetrics
Derivatives **** Ups
|
DINAMIKA RISET WILL HELP
YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON Wawan 081294635021
Below are some topics which
important for your thesis/dissertationx
Below are some topics which
important for your thesis/dissertationof volume three
PART FIVE ADVANCED TOPICS
Financial Modeling
Defects in the Black—Scholes Model
Discrete Hedging
Transaction Costs
Overview of Volatility Modeling
Deterministic Volatility Surfaces
Stochastic Volatility
Uncertain Parameters
Empirical Analysis of Volatility
Stochastic Volatility and Mean-variance Analysis
Asymptotic Analysis of Volatility
Volatility Case StudyThe Cliquet Option
Jump Diffusion
Crash Modeling
Speculating with Options
Static Hedging
The Feedback Effect of Hedging in illiquid Markets
Utility Theory
More About American Options and Related Matters
Advanced Dividend Modeling
Serial Autocorrelation in Returns
Asset Allocation in Continuous Time
|
DINAMIKA RISET WILL HELP
YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON Wawan 081294635021
Below are some topics which
important for your thesis/dissertation:
Asset Allocation Under Threat of a Crash
Interest-rate Modeling Without Probabilities
Pricing and Optimal Hedging of Derivatives, the Non-probabilistic
Model Cont'd
Extensions to the Non-probabilistic Interest-rate Model
Modeling Inflation
Energy Derivatives
Real Options
Life Settlements and Viaticals
Bonus Time
PART S NUMERICAL METHODS AND PROGRAMS
Overview of Numerical Methods
Finite-difference Methods for One-factor Models
Further Finite-difference Methods for One-factor Models
Finite-difference Methods for Two-factor Models
Monte Carlo Simulation
Numerical Integration
Finite-difference Programs
Monte Carlo Programs
A All the Math You Needand No More (An Executive
We are experienced
Consultant to help you finish your Thesis/Dissertation
We are located in South
Jakarta, Kuningan, Rasuna Said
visual basic code
Implied volatility, Newton—Raphson
Cumulative distribution for Normal variable
The binomial method, European option
The binomial method, American option
Double knock-out barrier option, finite difference
Instalment knock-out barrier option, finite difference
Range Note, finite difference
Lookback, finite difference
Index Amortizing Rate Swap, finite difference
Cliquet option, uncertain volatility, finite difference
Optimization subroutine
Setting up final condition, finite difference
Finite difference time loop, first example
European option, finite difference, three dimensions
American option, finite difference, three dimensions
European or American option, finite difference, two dimensions
Upwind differencing, interest rate
LU decomposition
Matr solution
Successive over relaxation
Successive over relaxation, early exercise
Jump condition for discrete dividends
Jump condition for path-dependent quantities
Two-factor explicit finite difference
Convertible bond constraint
Box—Muller
Cholesky factorization
Numerical integration, Monte Carlo
Halton number generation
Kolmogorov equation, explicit finite difference
Convertible bond time stepping fragment, explicit finite difference
American option, implicit finite difference
Parisian option, explicit finite difference
Passport option, explicit finite difference
visual basic code
Chooser Passport option, explicit finite difference
Stochastic volatility, explicit finite difference
Uncertain volatility, gamma rule
Crash model, finite difference code fragment
Epstein—Wilmott model, finite difference
Risky bond, explicit finite difference
Basket option, Monte Carlo
Basket option, quasi Monte Carlo
American option, Monte Carlo
|
Sabtu, 27 Desember 2014
Stochastic Volatility and Mean-variance Analysis
Langganan:
Posting Komentar (Atom)
Tidak ada komentar:
Posting Komentar