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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>
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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>
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Stochastic Volatility Models for Contingent Claim Pricing and HedgingManzini, 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
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"Lock Up Your Sons": Queering Young Adult Literature and Social DiscourseWheadon, 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.
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“All Food Is Liable to Defile”: Food as a Negative Trope in Twentieth-Century Colonial and (Post)Colonial British LiteratureMcKinnon, Katherine Elizabeth 15 December 2010 (has links)
No description available.
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