Option pricing models with jumps in the context of the JSE's Top40 index

Master Thesis

2006

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http://hdl.handle.net/11427/4377
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thesis_sci_2006_davies_r.pdf (4.6 MB)
Authors
Davies, Robin
Supervisors
Ouwehand, Peter
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University of Cape Town

Department
Department of Statistical Sciences
Faculty
Faculty of Science
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Abstract
Includes bibliographical references.
Description

Reference:

Davies, R. 2006. Option pricing models with jumps in the context of the JSE's Top40 index. University of Cape Town.

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Masters