Listar por autor "López Salas, José Germán"
Mostrando ítems 1-1 de 1
-
Analysis and numerical methods for stochastic volatility models in valuation of financial derivatives
López Salas, José Germán (2016)[Abstract] The main objective of this thesis concerns to the study of the SABR stochastic volatility model for the underlyings (equity or interest rates) in order to price several market derivatives. When dealing with ...