The mathematics of insider trading

Master Thesis

2008

Permanent link to this Item
http://hdl.handle.net/11427/4873
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thesis_sci_2008_chui_c.pdf (4.35 MB)
Authors
Chui, Chi Kin
Supervisors
Ouwehand, Peter
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Publisher

University of Cape Town

Department
Department of Mathematics and Applied Mathematics
Faculty
Faculty of Science
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Abstract
Over the past decade the research into the topic of incorporating non-market information has accelerated. This dissertation aims to serve as a monograph of the contemporary body of research to the insider problem, under a Brownian setting in a complete market.
Description

Includes abstract.


Includes bibliographical references (leaves 109-112).

Keywords
Mathematics of Finance

Reference:

Chui, C. 2008. The mathematics of insider trading. University of Cape Town.

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Masters