Replication and risks of the ATM Forward Percentage Call Spread

Title

Replication and risks of the ATM Forward Percentage Call Spread

Author

De Jesus Ladeira de Abreu, C.

Contributor

Van der Weide, J.A.M. (mentor)

Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Applied Mathematics

Date

2008-08-01

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http://resolver.tudelft.nl/uuid:43b6266c-803f-49f0-8390-ba9a29aea9c4

Part of collection

Student theses

Document type

bachelor thesis

Rights

(c) 2008 De Jesus Ladeira de Abreu, C.