Mathematics behind Option Pricing

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dc.contributor.advisorBHAGWAT, CHANDRASHEELen_US
dc.contributor.authorNANDY, ARATRIKAen_US
dc.contributor.departmentDept. of Mathematicsen_US
dc.contributor.registration20246602en_US
dc.date.accessioned2026-05-20T06:24:45Z
dc.date.available2026-05-20T06:24:45Z
dc.date.issued2026-05en_US
dc.descriptionOption Pricing and Hedgingen_US
dc.description.abstractThe thesis explores the mathematics used behind the option pricing models to how there is a link between Binomial Asset Pricing and Black Scholes Model and also states the model that are used for hedging options in general.en_US
dc.description.embargoOne Yearen_US
dc.identifier.citation47en_US
dc.identifier.urihttp://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/11073
dc.language.isoenen_US
dc.subjectFrom Binomial to Black Scholes and other Hedging strategiesen_US
dc.titleMathematics behind Option Pricingen_US
dc.typeThesisen_US
dc.type.degreeMSc.en_US

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