Show simple item record

Multivariate Asset Pricing

dc.rights.licenseCC-BY-NC-ND
dc.contributor.advisorDajani, Karma
dc.contributor.advisorVellekoop, Michel
dc.contributor.advisorVlaming, Geeske
dc.contributor.authorPan, Z.
dc.date.accessioned2012-06-21T17:01:28Z
dc.date.available2012-06-21
dc.date.available2012-06-21T17:01:28Z
dc.date.issued2012
dc.identifier.urihttps://studenttheses.uu.nl/handle/20.500.12932/10563
dc.description.sponsorshipUtrecht University
dc.language.isoen
dc.titleMultivariate Asset Pricing
dc.type.contentMaster Thesis
dc.rights.accessrightsOpen Access
dc.subject.keywordsOption pricing, Bates model, GARCH model, correlation, DCC model
dc.subject.courseuuStochastics and Financial Mathematics


Files in this item

Thumbnail
Name:
zhen_thesis_print.pdf
Size:
1.026Mb
Format:
PDF
View/Open

This item appears in the following Collection(s)

Show simple item record