Global ETD Search

11	Stochastic Volatility Models for Contingent Claim Pricing and Hedging. Manzini, Muzi Charles. January 2008 (has links) <p>The present mini-thesis seeks to explore and investigate the mathematical theory and concepts that underpins the valuation of derivative securities, particularly European plainvanilla options. The main argument that we emphasise is that novel models of option pricing, as is suggested by Hull and White (1987) [1] and others, must account for the discrepancy observed on the implied volatility &ldquo / smile&rdquo / curve. To achieve this we also propose that market volatility be modeled as random or stochastic as opposed to certain standard option pricing models such as Black-Scholes, in which volatility is assumed to be constant.</p> Contingent Claim Hedging Brownian Motion Black-Scholes Implied Volatility Stochastic Volatility Call Option Mixture Risk-Neutral Pricing Equity-linked Pension Brennan-Schwartz.
12	Stochastic Volatility Models for Contingent Claim Pricing and Hedging. Manzini, Muzi Charles. January 2008 (has links) <p>The present mini-thesis seeks to explore and investigate the mathematical theory and concepts that underpins the valuation of derivative securities, particularly European plainvanilla options. The main argument that we emphasise is that novel models of option pricing, as is suggested by Hull and White (1987) [1] and others, must account for the discrepancy observed on the implied volatility &ldquo / smile&rdquo / curve. To achieve this we also propose that market volatility be modeled as random or stochastic as opposed to certain standard option pricing models such as Black-Scholes, in which volatility is assumed to be constant.</p> Contingent Claim Hedging Brownian Motion Black-Scholes Implied Volatility Stochastic Volatility Call Option Mixture Risk-Neutral Pricing Equity-linked Pension Brennan-Schwartz.
13	Stochastic Volatility Models for Contingent Claim Pricing and Hedging Manzini, Muzi Charles January 2008 (has links) Magister Scientiae - MSc / The present mini-thesis seeks to explore and investigate the mathematical theory and concepts that underpins the valuation of derivative securities, particularly European plainvanilla options. The main argument that we emphasise is that novel models of option pricing, as is suggested by Hull and White (1987) [1] and others, must account for the discrepancy observed on the implied volatility curve. To achieve this we also propose that market volatility be modeled as random or stochastic as opposed to certain standard option pricing models such as Black-Scholes, in which volatility is assumed to be constant. / South Africa Contingent Claim Hedging Brownian Motion Black-Scholes Implied Volatility Stochastic Volatility Call Option Mixture Risk-Neutral Pricing Equity-linked Pension Brennan-Schwartz
14	"Lock Up Your Sons": Queering Young Adult Literature and Social Discourse Wheadon, Rebekah 17 August 2012 (has links) Young adult literature (YA) has been stereotypical in many of its portrayals of LGBTQ teens from the 1960s to the early 2000s, but three contemporary YA series--Cassandra Clare's The Mortal Instruments, Sarah Rees Brennan's Demons trilogy, and Holly Black's Modern Faerie Tales--indicate a change toward more nuanced characterizations. Using four categories--scriptedness, context, importance, and sexuality--to determine whether these representations of LGBTQ youth challenge or reiterate older tropes, my analysis indicates that YA has moved toward more complex representations of queerness, yet some normative discursive structures are still at work, such as poisonings or curses, supernatural parallels to coming out, and heteronormative humour. Although representations of queerness have diversified, then, the implicit ideologies in each author's portrayal of queerness demands closer attention. young adult literature queer theory queer culture LGBTQ children's literature the mortal instruments cassandra clare sarah rees brennan the demon's lexicon holly black modern faerie tales urban fantasy history of young adult literature representation ideology
15	“All Food Is Liable to Defile”: Food as a Negative Trope in Twentieth-Century Colonial and (Post)Colonial British Literature McKinnon, Katherine Elizabeth 15 December 2010 (has links) No description available. British and Irish Literature Literature Food Studies Trope of Food Redmond O'Hanlon Into the Heart of Borneo Jennifer Brennan Curries and Bugles Ethnic Cookbooks Borneo India British Raj E. M. Forster A Passage to India Fair Trade Tea Postcolonial Colonial British Literature

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