Student Work
Research on Option Trading Strategies
公开可下载的内容
open in viewerOptions 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. -
- This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
- Creator
- Subject
- Publisher
- Identifier
- E-project-042408-022649
- 关键词
- Advisor
- Year
- 2008
- Date created
- 2008-04-24
- 地点
- Worcester
- Resource type
- Rights statement
- 最新修改
- 2021-02-01
关系
- 属于 Collection:
项目
单件
缩略图 | 标题 | 公开度 | Embargo Release Date | 行动 |
---|---|---|---|---|
IQP_options_trading_strategies.pdf | 公开 | 下载 | ||
IQP_options_trading_strategies.doc | 公开 | 下载 |
Permanent link to this page: https://digital.wpi.edu/show/qb98mf99w