Browsing Bachelor Thesis - Mathematics by Author "Nguyen, Thi Kim Thuy"
Now showing items 1-1 of 1
-
Pricing European Options Using Monte Carlo Simulation With Stochastic Interest Rate
Nguyen, Thi Kim Thuy (2020)Over the decades, Black-Scholes formula exploited its efficiency in valuing derivatives. Since that, many mathematicians tried to extend this formula by considering additional risk such as interest rate risk. There were ...