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Essay on Option Pricing, Hedging and Calibration
André Manuel da Silva Ribeiro
Department of Mathematical Sciences
SCIENCE PhD theses
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Dive into the research topics of 'Essay on Option Pricing, Hedging and Calibration'. Together they form a unique fingerprint.
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Business & Economics
Approximation
47%
Arbitrage
15%
Assets
33%
Calibration
100%
Characteristic Function
12%
Compound Poisson Process
13%
Evaluation
5%
Factors
3%
Fast Fourier Transform (FFT)
42%
Financial Markets
7%
Hedge
18%
Hedging
88%
Heston
12%
Index Options
11%
Interest Rate Models
12%
Interest Rates
13%
Jump
33%
Markov Process
23%
Mathematics
10%
Methodology
4%
Monte Carlo Simulation
15%
Option Prices
20%
Option Pricing
99%
Price Dynamics
10%
Pricing
6%
Quantitative Finance
14%
Realized Variance
40%
Static Hedging
15%
Stochastic Volatility Model
10%
Swaps
43%
Variance Swap
14%