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    Delta hedging with stochastic volatility.

    In my thesis I want to work with delta hedging with stochastic volatility using Black-Scholes model. How will you suggest I implement numerical solutions using data from the real world? Beside Monte Carlo, which numerical solutions will be useful.
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    School project about Black Scholes with stochastic volatility

    In a university project I am looking at Black Scholes model with a stochastic volatility. I’m still not quite sure about my focus (I am in the beginning 'Idea phase'). I want to explain the theory behind stochastic differential equation and then implement some numerical methods too solve pricing...
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    Bachelor project in quantitive finance

    Hi everyone. I’m about to write a bachelor project which is 15 european ECTS point (half of a semester’s workload). I’m at the very beginning of the project and haven’t chosen a topic yet. I will like the project to be about quantitative/mathematical finance. I really want to work with some...
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    How black-scholes model created?

    How black-scholes model created? Is there any book about this topic? Whats the procedure to create a financial model like heston? Thanks