Black-scholes model and its use in different scenarios
| dc.contributor.advisor | Djakov, Plamen | |
| dc.contributor.author | Uğurlu, Kerem | |
| dc.date.accessioned | 2020-12-10T07:36:14Z | |
| dc.date.available | 2020-12-10T07:36:14Z | |
| dc.date.submitted | 2011 | |
| dc.date.issued | 2018-08-06 | |
| dc.identifier.uri | https://acikbilim.yok.gov.tr/handle/20.500.12812/217202 | |
| dc.description.abstract | Bu tezde stokastik kalkülüs uygulamalarını finansal matematik modellerine uygulayacağız. Özellikle, opsiyon fiyatlama için olan ünlü Black-Scholes modelini ve aynı zamanda kambiyo kuru ve temettü ödemeleri modellerini gözden geçireceğiz. | |
| dc.description.abstract | In this thesis we study applications of stochastic calculus to models in financial mathematics. In particular, we consider the famous Black-Scholes model for option pricing, and also models for currency exchange and dividend payments. | en_US |
| dc.language | English | |
| dc.language.iso | en | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.rights | Attribution 4.0 United States | tr_TR |
| dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
| dc.subject | Matematik | tr_TR |
| dc.subject | Mathematics | en_US |
| dc.title | Black-scholes model and its use in different scenarios | |
| dc.title.alternative | Black-scholes modeli ve farklı senaryolarda kullanımı | |
| dc.type | masterThesis | |
| dc.date.updated | 2018-08-06 | |
| dc.contributor.department | Matematik Anabilim Dalı | |
| dc.subject.ytm | Mathematical modelling | |
| dc.identifier.yokid | 404840 | |
| dc.publisher.institute | Mühendislik ve Fen Bilimleri Enstitüsü | |
| dc.publisher.university | SABANCI ÜNİVERSİTESİ | |
| dc.identifier.thesisid | 309305 | |
| dc.description.pages | 38 | |
| dc.publisher.discipline | Diğer |
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