Skip to main navigation
Skip to search
Skip to main content
University of Copenhagen Research Portal Home
Help & FAQ
Dansk
English
Home
Profiles
Research output
Research units
Press/Media
Activities
Prizes
???studenttheses???
Datasets
Search by expertise, name or affiliation
Essay on Option Pricing, Hedging and Calibration
André Manuel da Silva Ribeiro
Department of Mathematical Sciences
SCIENCE PhD theses
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Essay on Option Pricing, Hedging and Calibration'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Business & Economics
Calibration
100%
Option Pricing
99%
Hedging
88%
Approximation
47%
Swaps
43%
Fast Fourier Transform (FFT)
42%
Realized Variance
40%
Jump
33%
Assets
33%
Markov Process
23%
Option Prices
20%
Hedge
18%
Arbitrage
15%
Monte Carlo Simulation
15%
Static Hedging
15%
Quantitative Finance
14%
Variance Swap
14%
Interest Rates
13%
Compound Poisson Process
13%
Heston
12%
Interest Rate Models
12%
Characteristic Function
12%
Index Options
11%
Stochastic Volatility Model
10%
Price Dynamics
10%
Mathematics
10%
Financial Markets
7%
Pricing
6%
Evaluation
5%
Methodology
4%
Factors
3%