| dc.rights.license | CC-BY-NC-ND | |
| dc.contributor.advisor | Dajani, K. | |
| dc.contributor.author | Balkenende, B. | |
| dc.date.accessioned | 2018-08-30T17:00:47Z | |
| dc.date.available | 2018-08-30T17:00:47Z | |
| dc.date.issued | 2018 | |
| dc.identifier.uri | https://studenttheses.uu.nl/handle/20.500.12932/30769 | |
| dc.description.abstract | In this thesis we solve the opting pricing problem using two techniques: martingales and stochastic differential equations. We begin with repeating measure theory and probability. Then we discuss Brownian motion and give an introduction to Ito-calculus. Finally we will use these mathematical techniques to solve the option pricing problem. We will also show silulations regarding Brownian motion. | |
| dc.description.sponsorship | Utrecht University | |
| dc.format.extent | 561477 | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | en | |
| dc.title | Brownian motion and Option pricing | |
| dc.type.content | Bachelor Thesis | |
| dc.rights.accessrights | Open Access | |
| dc.subject.keywords | Probability theory, Brownian motion, Ito-calculus, Martingales, Option pricing | |
| dc.subject.courseuu | Wiskunde | |
