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Date: 2009-02-03 11:30:24 Mathematical finance Investment Black–Scholes Binomial options pricing model Call option Futures contract Valuation of options Hedge Strike price Financial economics Options Finance		Add to Reading List Source URL: faculty.darden.virginia.edu Download Document from Source Website File Size: 42,87 KB Share Document on Facebook

	1 Draft: Life insurance mathematics in discrete time Tom Fischer Darmstadt University of Technology, Germany DocID: 1pQlD - View Document
	THE BINOMIAL OPTION PRICING MODEL The Binomial Option Pricing Model The authors consider the case of option pricing for a binomial process—the first in a series of articles in Financial Engineering. by Simon Benninga DocID: 1pvZq - View Document
	PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHI DocID: 1oXGF - View Document
	B I N O M I A L O P T I O N P R I C I N G, T H E B L A C K-S C H O L E S O P T I O N P R I C I N G F O R M U L A, A N D E X O T I C O P T I O N S Binomial Option Pricing, the Black-Scholes Option Pricing Formula, and Ex DocID: 1oJyq - View Document
	Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning∗ Jianqing Fana a Loriano Mancinib DocID: 1oFVd - View Document