, M.Sc. Thesis Sharif University of Technology ; Zohuri Zangeneh, Bijan (Supervisor) ; Foroush Bastani, Ali (Supervisor)
Abstract
Modeling and simulating accurate patterns which are adapted to our real world is a hard and complicated task. The most important thing for these models is finding any explicite solution, or, finding any solution that is precise as much as possible. The knowledge of financial mathematics by gathering several sciences such as: probabilities, stochastic analysis, numerical analysis, and stochastic differential equations, attempt to determine such exact solutions, or, try to appoximate the explicit answers as precise as possible; in the world of financial trades and contracts. Moreover; one of the most important requirements to control the risk of these financial cotracts, and, then to optimize...
Cataloging brief, M.Sc. Thesis Sharif University of Technology ; Zohuri Zangeneh, Bijan (Supervisor) ; Foroush Bastani, Ali (Supervisor)
Abstract
Modeling and simulating accurate patterns which are adapted to our real world is a hard and complicated task. The most important thing for these models is finding any explicite solution, or, finding any solution that is precise as much as possible. The knowledge of financial mathematics by gathering several sciences such as: probabilities, stochastic analysis, numerical analysis, and stochastic differential equations, attempt to determine such exact solutions, or, try to appoximate the explicit answers as precise as possible; in the world of financial trades and contracts. Moreover; one of the most important requirements to control the risk of these financial cotracts, and, then to optimize...
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