Hedging strategies of a European claim written on a nontraded asset
Numerical simulation indifference prices for different derivatives in incomplete markets
Credits: 15 ECTS Course coordinator: Ljudmila Bordag
Program syllabus Course code: AAA000 Application code: 0000A
Please, find time to:
  • Apply for the course
  • Register for the course
  • Buy the course literature
  • Pay the student union fee

    Other things:
  • Course literature
  • Visiting map

    Please, find time to:
  • Apply for the course
  • Register for the course
  • Buy the course literature
  • Pay the student union fee

    Other things:
  • Course literature
  • Visiting map

        Project description
    Summary of the aims of the project.
        Plan
    Indications about contents and pace.
        Templates for writing the thesis
    The templates is a collection of files to be edited to contain your thesis text so that they eventually altogether constitute your thesis document. Please read the included README file first! Also a dummy thesis with some brief instructions and indications of what goes where is available.
        Project report
    Eventually, the written report will be available here.