Model and Calibration Risk: Pricing Exotic Options Using Stochastic Volatility Models
Author(s)
Lai, Ho Man Jason
Type
Dissertation
Version
Imperial Users only
Date Issued
2012
Date Awarded
2012
Format Extent
558062 bytes
Creator
Lai, Ho Man Jason
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering
