Financial market and pricing of emerging financial derivatives: A mathematical approach

Authors

Haicheng Gu, University of Texas-Pan American

Date of Award

8-2015

Document Type

Thesis

Degree Name

Master of Science (MS)

Department

Mathematics

First Advisor

Dr. Zhijun Qiao

Second Advisor

Dr. Andras Balogh

Third Advisor

Dr. Zhaosheng Feng

Abstract

Pricing has been one of the key problems of financial market theory. With the development of the modern financial market, various new financial derivatives have been created and need to be priced properly. In the thesis, we are going to use several mathematical tools to investigate the essential structure of the financial market and models for financial derivatives.

Comments

Copyright 2015 Haicheng Gu. All Rights Reserved.

https://www.proquest.com/dissertations-theses/financial-market-pricing-emerging-derivatives/docview/1734467278/se-2?accountid=7119

Granting Institution

University of Texas-Pan American