Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
Dissertation writing help - Valuation of Swing Options and Examination of Exercise Strategies by Monte Carlo Techniques
Custom Dissertation Writing Service - Long-staff Schwartz technique for American and Bermudan options
Monte-Carlo simulation methods are used to investigate (standardized) Swing options. In a first approach, this is done by an algorithm which is based on the Long-staff Schwartz technique for American and Bermudan options. This algorithm yields the value of the Swing option under the supposition that the optimal exercise strategy is applied. Thus the optimal strategy will be extracted from the algorithm. Several examples including Swing options with upswings, penalties and downswings are valued numerically, and an upper boundary for Swing options is found in the computer experiment. In a second approach, the exercise strategy is used as input parameter and the expected pay-off with respect to this strategy is calculated by strictly forward evolving Monte Carlo. For these simulations, a one factor log-normal mean-reverting process is used to explain the behavior of the underlying spot price. The success of several sample strategies is discussed in terms of process properties like mean- reversion volatility and speed.
Higher Education Faculty: Satisfaction with Online Teaching
This paper is a comprehensive macro-management presentation of the proposed Mumbai Rescued Victims Center (MRVC), which is modeled after the Nampa Family Justice Center.
Write an essay on Marketing Design innovation
Reconstructing Central Texas Holocene Soil Erosion and Climate Using Carbon, Oxygen and Strontium Isotopes
Dissertation writing help on Architecture and Campus Planning/Interactive Qualitative Analysis
Can Social Media be used as a Marketing Tool to Influence Consumer Buyer Behaviours in London?
The subject of this paper is the single tranche portfolio credit default swap or synthetic single tranche CDO, which has gets a great deal of interest in present years.
A Predictive Model for Aqueous Potassium Carbonate/Piperazine/Ethanolamine for Carbon Dioxide Removal from Flue Gas
The aim of the dissertation will be to give a short introduction into the field of carbon markets and to model the allowance price by considering it as a derivative on the demand and on the total emissions to date.
The main objective of thesis is to analyze E-fields and H-fields of LPDA using transmission line matrix method.
The Acquisition of Intellectual Expertise: A Computational Model
The Hull White interest rate model is one of the classical interest rate models in finance. The evaluation of sensitivities in the Hull White model with respect to changes in the yield curve.
Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!
whatsapp: +1-415-670-9521
Phone: +1-415-670-9521
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd