Copula methods in option pricing
dc.contributor.advisor | Laha, Arnab Kumar | |
dc.contributor.author | Balaji, T. | |
dc.contributor.author | Shahapurkar, Nilesh | |
dc.date.accessioned | 2014-07-16T12:25:20Z | |
dc.date.available | 2014-07-16T12:25:20Z | |
dc.date.copyright | 2006 | |
dc.date.issued | 2006 | |
dc.identifier.uri | http://hdl.handle.net/11718/12164 | |
dc.language.iso | en | en_US |
dc.publisher | Indian Institute of Management Ahmedabad | en_US |
dc.relation.ispartofseries | SP;1303 | |
dc.subject | Copulas functions | en_US |
dc.subject | Frank's copula | en_US |
dc.subject | Gumbel's copula | en_US |
dc.subject | Normal Copula | en_US |
dc.title | Copula methods in option pricing | en_US |
dc.type | Student Project | en_US |
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Student Projects