Analysis of SV Pricing perpetual of Asian puts by Spectal Collocation

ISBN-13: 9783659858123 / Angielski / Miękka / 2016 / 56 str.

Anusmriti Ghosh; Mitu Golder

Opis

This book will give the reader a path of how to get the accurate and e_cient result of option pricing by Spectal Collocation Method in Hesston model and also verify whether the Original Heston option pricing model fits in quantitative finance research is the valuation of option derivatives. I hope this method will work properly. This book will be helpful for the reader who is interested to know stochastic volatility by Spectal Collocation Method.

O autorze

I am Anusmriti Ghosh. I have completed my MSc in Applied Mathematics and aggregate CGPA 3.94 (3rd position) out of 4.00 from Khulna University. I have completed my BSc from the same university in Mathematics and got CGPA 3.67 (position 8) out of 4. My Secondary and Higher secondary result were outstanding too.