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Research on Option Trading Strategies Public

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Options are one of the most used financial instruments nowadays. The goal of the project is to analyze different options trading strategies. The research includes ways to price and value options and creating delta hedging simulation, based on the Black/Scholes pricing model and Monte Carlo simulations. -

Last modified
  • 02/01/2021
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  • E-project-042408-022649
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Year
  • 2008
Date created
  • 2008-04-24
Location
  • Worcester
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Permanent link to this page: https://digital.wpi.edu/show/qb98mf99w