Hedging & Pricing of Options using least squares through simulation: Application to the Black-Scholes and the Heston Models PDF

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The enormous growth of derivatives markets necessitates the pricing and hedging of derivative contracts accurately and efficiently. This work extends the pricing approach introduced by Longstaff and Schwartz to a stochastic volatility model, namely the Heston Model. The method employed is also used to compute the Option Greeks extending the approach of the paper Hedging using simulation: a least squares approach by Tebaldi. A number of options are considered ranging from plain vanilla to exotics such as Power put and Binary (Asset-or-Nothing) put options in the Black-Scholes model. Finally the methodology is applied to the Heston Model wherein a plain vanilla European call is priced and hedged and the plain vanilla American put option is priced. The price as well as Option Greeks are compared against well-known procedures used in the industry today. Researchers as well as academicians concerned with hedging of derivative contracts would find this work useful.. Le Livres Hedging & Pricing of Options using least squares through simulation: Application to the Black-Scholes and the Heston Models PDF. Telecharger Livres Hedging & Pricing of Options using least squares through simulation: Application to the Black-Scholes and the Heston Models PDF. Le Livres PDF. Telecharger livres PDF.

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