Browsing by Subject "Stochastic Volatility"

Now showing items 1-2 of 2

    • Financial Market Volatility and Jumps 

      Huang, Xin (2007-05-07)
      This dissertation consists of three related chapters that study financial market volatility, jumps and the economic factors behind them. Each of the chapters analyzes a different aspect of this problem. The first chapter ...

    • Spectral Element Method for Pricing European Options and Their Greeks 

      Yue, Tianyao (2012)
      Numerical methods such as Monte Carlo method (MCM), finite difference method (FDM) and finite element method (FEM) have been successfully implemented to solve financial partial differential equations (PDEs). Sophisticated ...