Stochastic Calculus with Applications to Finance
2020
0 views
0 downloads
Advisor: Aghamirza (Supervisor) Basharov
Abstract (EN)
The two most fundamental aspects of mathematical finance are; portfolio optimization and portfolio pricing. Portfolio optimization uses concepts from linear algebra and ordinary multi-variable calculus. On the other hand, portfolio pricing is modelled by stochastic calculus. In this work we will focus our interest in the development of stochastic calculus and how it is applied to finance in Portfolio Pricing.
Author
Dr. Bubacarr Kandeh
How to Cite
Bubacarr Kandeh (Master Thesis). Stochastic Calculus with Applications to Finance, 2020, Eastern Mediterranean University, Department of Mathematics.
Keywords
License
Tüm Hakları Saklıdır
This work is shared under the specified license terms.
More theses from Eastern Mediterranean University
- An Investigation on Time and Cost Overrun in Construction Projects(2012)
- Radial Power-Law Position-dependent Mass, Cylindrical Coordinates, Spectral Signatures(2015)
- Predicting performance level of reinforced concrete structures subject to corrosion as a function of time(2012)
- Discussion of Conservation Approaches for the Selected Heritage Buildings in the Walled City of Famagusta(2019)
- High School Students' Learning Styles in North Cyprus(2011)
- Afyonkarahisar İl Merkezinde Yaşayan 18 Yaş ve Üzeri Kadınların Diyet Posasıyla İlgili Bilgi Düzeylerinin ve Posa Alım Miktarlarının Belirlenmesi(2018)