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Pricing security derivatives under the forward measure

Thesis (M.S.) -- Worcester Polytechnic Institute. / Keywords: security; derivatives; forward; measure; binomial tree. Includes bibliographical references (p.34-35).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/181739109
Date January 2007
CreatorsTwarog, Marek B.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceLink to electronic thesis

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