| dc.creator | Nakos, Andrew | |
| dc.date.accessioned | 2020-07-22T19:37:13Z | |
| dc.date.available | 2020-07-22T19:37:13Z | |
| dc.date.created | 2021-05 | |
| dc.date.submitted | May 2021 | |
| dc.identifier.uri | https://hdl.handle.net/1969.1/188481 | |
| dc.description.abstract | Options are a type of security which rely on the performance of an underlying asset, and are priced based on the current information state. By simulating the future information state and comparing it with the current information state, a profile of risk and return likelihood is deduced through an algorithm for each option quote. | en |
| dc.format.mimetype | application/pdf | |
| dc.subject | Option | en |
| dc.subject | Derivative Security | en |
| dc.subject | Stocks | en |
| dc.subject | Market | en |
| dc.title | Evaluation of Derivative Security Attractiveness | en |
| dc.type | Thesis | en |
| thesis.degree.discipline | Industrial Engineering | en |
| thesis.degree.grantor | Undergraduate Research Scholars Program | en |
| thesis.degree.name | B.S. | en |
| thesis.degree.level | Undergraduate | en |
| dc.contributor.committeeMember | Erraguntla, Madhav | |
| dc.type.material | text | en |
| dc.date.updated | 2020-07-22T19:37:14Z | |
