Scholes

Results: 564



#Item
491Finance / Investment / Volatility / Implied volatility / Black–Scholes / Stochastic volatility / Mathematical finance / Financial economics / Options

Evaluation of compound options using perturbation approximation Jean-Pierre Fouque∗ and Chuan-Hsiang Han†

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Source URL: www.pstat.ucsb.edu

Language: English - Date: 2006-01-18 14:57:12
492Long-Term Capital Management / Financial services / Hedge fund / Alan Greenspan / Bailout / Federal Reserve System / Myron Scholes / Greg Hawkins / Large and complex financial institutions / Financial economics / Economics / Finance

FEDERAL RESERVE BANK OF CLEVELAND pd

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Source URL: www.clevelandfed.org

Language: English - Date: 2007-05-04 11:26:15
493Mathematical finance / Financial markets / Investment / Actuarial science / Capital asset pricing model / Beta / Risk premium / Black–Scholes / Cost of capital / Financial economics / Finance / Economics

Journal of Financial

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Source URL: www.people.hbs.edu

Language: English - Date: 2004-07-22 16:05:43
494

O EFEITO “SORRISO” DA VOLATILIDADE IMPLÍCITA DO MODELO DE BLACK E SCHOLES: Estudo Empírico sobre as Opções Telebrás PN no

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Source URL: www.abepro.org.br

Language: Portuguese - Date: 2007-04-04 15:58:59
    495

    DESVIOS EM RELAÇÃO AO MODELO DE BLACK & SCHOLES: ESTUDOS RELACIONADOS À VOLATILIDADE DOS

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    Source URL: www.abepro.org.br

    Language: Portuguese - Date: 2007-04-04 15:56:09
      496Investment / Option style / Put option / Futures contract / Call option / Option / Black–Scholes / Strike price / Chooser option / Options / Financial economics / Finance

      Lecture 16 Exotic Options

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      Source URL: www.math.umn.edu

      Language: English - Date: 2008-03-31 17:55:53
      497The Carpathians / C. K. Stead / Linda Hutcheon / William H. Gass / Novel / Robert Scholes / Janet Frame / Literature / Narratology / Metafiction

      Metafiction in New Zealand from the 1960s to the present day - Matthew Harris

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      Source URL: 4ormat-asset.s3.amazonaws.com

      Language: English - Date: 2012-07-20 11:10:31
      498Statistics / Finance / Equations / Stochastic processes / Binomial options pricing model / Normal distribution / Barrier option / Black–Scholes / Log-normal distribution / Financial economics / Options / Mathematical finance

      Global Derivatives Working Paper An Overview of Barrier Options

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      Source URL: www.global-derivatives.com

      Language: English - Date: 2004-02-09 10:04:24
      499Finance / Black–Scholes / Optimal control / Risk-neutral measure / Real options valuation / Futures contract / Valuation of options / Financial economics / Mathematical finance / Options

      doi:[removed]j.cor[removed]

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      Source URL: www.gonzalocortazar.com

      Language: English - Date: 2008-05-19 00:19:49
      500Statistics / Stochastic volatility / Interest rate cap and floor / Black–Scholes / Heath–Jarrow–Morton framework / Fabio Mercurio / Forward measure / LIBOR market model / Hull–White model / Mathematical finance / Financial economics / Finance

      PRICING INFLATION-INDEXED OPTIONS WITH STOCHASTIC VOLATILITY FABIO MERCURIO AND NICOLA MORENI

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      Source URL: www.fabiomercurio.it

      Language: English - Date: 2005-11-22 10:42:20
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