Student Work

Research on Option Trading Strategies

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Options are one of the most used financial instruments nowadays. The goal of the project is to analyze different options trading strategies. The research includes ways to price and value options and creating delta hedging simulation, based on the Black/Scholes pricing model and Monte Carlo simulations. -

  • This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
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Subject
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Identifier
  • E-project-042408-022649
Keyword
Advisor
Year
  • 2008
Date created
  • 2008-04-24
Location
  • Worcester
Resource type
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Last modified
  • 2021-02-01

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