Pricing Bermudan Options using Monte Carlo Approaches
Author(s)
Huang, Chih Hsuan
Type
Dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
Format Extent
1672275 bytes
Creator
Huang, Chih Hsuan
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance