Digital Repository
Search
DSpace/Manakin Repository
Login
Repository Home
→
Brock Theses
→
Masters Theses
→
M.Sc. Management
→
Search
JavaScript is disabled for your browser. Some features of this site may not work without it.
Search
Search
Filters
Selected filters:
Selected filters
Author: Kirillov, Tymur
Add Filters:
Use filters to refine the search results.
Title
Author
Subject
Date issued
Sort options
Results/page
5
10
20
40
60
80
100
Sort items by
relevance
Title
Issue Date
in order
ascending
descending
Search Results for Collection: M.Sc. Management
Now showing items 1-1 of 1
1
A stochastic dynamic programming approach for pricing options on stock-index futures
Kirillov, Tymur
(
2012-03-21
)
The aim of this thesis is to price options on equity index futures with an application to standard options on S&P 500 futures traded on the Chicago Mercantile Exchange. Our methodology is based on stochastic dynamic ...
Now showing items 1-1 of 1
1
Search The Repository
Search The Repository
This Collection
Browse
All of the Repository
Communities & Collections
By Issue Date
Authors
Titles
Subjects
This Collection
By Issue Date
Authors
Titles
Subjects
My Account
Login
Register
Statistics
View Statistics
Discover
Author
Kirillov, Tymur (1)
Subject
Commodity exchanges -- Illinois -- Chicago (1)
Stochastic programming (1)
Stocks -- Rate of return (1)
Stocks (1)
Date Issued
2012 (1)
About the Digital Repository
Add your Thesis to the Repository