Search for dissertations about: "Capital Asset Pricing Model"
Showing result 6 - 6 of 6 swedish dissertations containing the words Capital Asset Pricing Model.
University dissertation from Göteborg
Abstract : This thesis brings together three papers about the pricing of European and Bermudan path-dependent options, and one paper about the stochastic modelling of a futures price curve. Paper one proposes a fast numerical method to compute the price of so called cliquet options with global floor, when the underlying asset follows the Bachelier-Samuelson model. READ MORE