Option pricing models with jumps in the context of the JSE's Top40 index
Includes bibliographical references.
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Format: | Dissertation |
Language: | English |
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University of Cape Town
2014
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Online Access: | http://hdl.handle.net/11427/4377 |
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ndltd-netd.ac.za-oai-union.ndltd.org-uct-oai-localhost-11427-43772020-10-06T05:10:49Z Option pricing models with jumps in the context of the JSE's Top40 index Davies, Robin Ouwehand, Peter Includes bibliographical references. 2014-07-30T17:43:56Z 2014-07-30T17:43:56Z 2006 Master Thesis Masters MSc http://hdl.handle.net/11427/4377 eng application/pdf University of Cape Town Faculty of Science Department of Statistical Sciences |
collection |
NDLTD |
language |
English |
format |
Dissertation |
sources |
NDLTD |
description |
Includes bibliographical references. |
author2 |
Ouwehand, Peter |
author_facet |
Ouwehand, Peter Davies, Robin |
author |
Davies, Robin |
spellingShingle |
Davies, Robin Option pricing models with jumps in the context of the JSE's Top40 index |
author_sort |
Davies, Robin |
title |
Option pricing models with jumps in the context of the JSE's Top40 index |
title_short |
Option pricing models with jumps in the context of the JSE's Top40 index |
title_full |
Option pricing models with jumps in the context of the JSE's Top40 index |
title_fullStr |
Option pricing models with jumps in the context of the JSE's Top40 index |
title_full_unstemmed |
Option pricing models with jumps in the context of the JSE's Top40 index |
title_sort |
option pricing models with jumps in the context of the jse's top40 index |
publisher |
University of Cape Town |
publishDate |
2014 |
url |
http://hdl.handle.net/11427/4377 |
work_keys_str_mv |
AT daviesrobin optionpricingmodelswithjumpsinthecontextofthejsestop40index |
_version_ |
1719347408459005952 |