Implied Volatility in a Regime-Switching Market: Theory and Computation

dc.contributor.advisorGOSWAMI, ANINDYAen_US
dc.contributor.authorKULHARI, SHIRISHen_US
dc.contributor.departmentDept. of Physicsen_US
dc.contributor.registration20091097en_US
dc.date.accessioned2015-05-05T11:01:31Z
dc.date.available2015-05-05T11:01:31Z
dc.date.issued2015-05en_US
dc.identifier.urihttp://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/450
dc.language.isoenen_US
dc.subject2015en_US
dc.subjectMarket Theoryen_US
dc.subjectComputationen_US
dc.titleImplied Volatility in a Regime-Switching Market: Theory and Computationen_US
dc.typeThesisen_US
dc.type.degreeBS-MSen_US

Files

Original bundle

Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
Revised thesis_Shirish Kulhari_20091097.pdf
Size:
1.52 MB
Format:
Adobe Portable Document Format

Collections