- document
-
Van der Aa, J.J.R.J.P. (author)Certain banks offer its customers a new investment product, which is known as AEX-sparen. A minimal amount of 5000 Euro is put into a bank account and this will be returned after four months plus interest. The interest is the same as the AEX-Index has earned in the previous four months, but is maximized to 10 %. If the AEX-Index has gone down...bachelor thesis 2011
- document
-
Sol, M.K. (author)This bachelor thesis deals with pricing options and specifically barrier options in discrete time. A special form of barrier options called ‘Parisian options’ will be treated in detail. A binomial tree is used to model possible developments of the price of the underlying. By using so-called risk-neutral probabilities it is possible to view the...bachelor thesis 2011