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Scholes
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#	Item
501	Understanding N (d1) and N (d2): Risk-Adjusted Probabilities in the Black-Scholes Model 1 Add to Reading List Source URL: www.ltnielsen.com Language: English - Date: 2010-01-17 21:35:32 Mathematical finance Economics Binomial options pricing model Black–Scholes Moneyness Valuation of options Futures contract Call option Time value of money Options Financial economics Finance
502	PDF Document Add to Reading List Source URL: people.ucalgary.ca Language: English - Date: 2012-04-04 17:27:50 Economics Mathematical finance Investment Corporate finance Real options valuation Derivative Black–Scholes Futures contract Leverage Financial economics Finance Options
503	PDF Document Add to Reading List Source URL: pages.stern.nyu.edu Language: English - Date: 2003-09-08 12:43:05 Economics Options Investment Interest rate cap and floor Interest rate swap Swaption Binomial options pricing model Swap Black–Scholes Financial economics Finance Mathematical finance
504	PDF Document Add to Reading List Source URL: www.wilmottwiki.com Language: English - Date: 2010-11-10 10:14:47 Economics Mathematical finance Black–Scholes Valuation of options Quantitative analyst Futures contract Put option Derivative Valuation Financial economics Finance Options
505	PDF Document Add to Reading List Source URL: www.wilmott.com Language: English - Date: 2009-07-21 06:46:00 Covariance and correlation Equations Normal distribution Multivariate normal distribution Polynomial Correlation and dependence Black–Scholes Error function Univariate Statistics Mathematical analysis Mathematics
506	PDF Document Add to Reading List Source URL: www.stanford.edu Language: English - Date: 2008-07-03 13:44:30 Mathematical finance Martingale theory Stochastic calculus Options Risk-neutral measure Black–Scholes Girsanov theorem Martingale representation theorem Itō calculus Statistics Stochastic processes Probability theory
507	PDF Document Add to Reading List Source URL: www.sba.muohio.edu Language: English - Date: 2001-12-08 09:34:03 Economics Real options valuation Valuation Black–Scholes Implied volatility Exercise Call option Financial risk Book:Options Financial economics Options Finance
508	PDF Document Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2002-08-30 08:31:29 Options Variance gamma process Black–Scholes Normal distribution Stochastic volatility Implied volatility Geometric Brownian motion Wiener process Gamma distribution Statistics Stochastic processes Mathematical finance
509	PDF Document Add to Reading List Source URL: www.math.cmu.edu Language: English - Date: 2009-07-17 13:56:58 Economics Black–Scholes Risk-neutral measure Option Copula Model risk Futures contract Rational pricing Capital asset pricing model Financial economics Mathematical finance Finance
510	PDF Document Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2002-11-25 08:03:00 Finance Investment Implied volatility Stochastic volatility Local volatility Volatility Foreign-exchange option Black–Scholes Interest rate cap and floor Financial economics Mathematical finance Options

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