BlackScholes model

Results: 48



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1Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options Mark Davis, Walter Schachermayer and Robert Tompkins  Financial and Actuarial Mathematics Group Technische Universitat, Vienna, Austria September 1

Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options Mark Davis, Walter Schachermayer and Robert Tompkins  Financial and Actuarial Mathematics Group Technische Universitat, Vienna, Austria September 1

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-27 08:17:16
2- 2012 #15 NBIM Discussion NOTE Modelling the implied tail risk of foreignexchange positions

- 2012 #15 NBIM Discussion NOTE Modelling the implied tail risk of foreignexchange positions

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Source URL: dmmn26wgpgtie.cloudfront.net

Language: English - Date: 2016-07-22 21:10:43
3nekst Volume 19, fourth edition, June 2011 Black-Scholes Model in Context Interview Robert C. Merton

nekst Volume 19, fourth edition, June 2011 Black-Scholes Model in Context Interview Robert C. Merton

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Source URL: asset-tilburg.nl

Language: English - Date: 2015-04-09 05:08:50
4A Law of Large Numbers approach to valuation in life insurance Tom Fischer∗ Heriot-Watt University, Edinburgh First version: March 17, 2003 This version: February 17, 2006

A Law of Large Numbers approach to valuation in life insurance Tom Fischer∗ Heriot-Watt University, Edinburgh First version: March 17, 2003 This version: February 17, 2006

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Source URL: www.statistik-mathematik.uni-wuerzburg.de

Language: English - Date: 2014-02-26 07:25:48
5Hedging and Portfolio Optimization in Financial Markets with a Large Trader By Peter Bank† and Dietmar Baum‡ Abstract

Hedging and Portfolio Optimization in Financial Markets with a Large Trader By Peter Bank† and Dietmar Baum‡ Abstract

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Source URL: page.math.tu-berlin.de

Language: English
6Computing the Market Price of Volatility Risk in the Energy Commodity Markets James S. Doran Department of Finance Florida State University and

Computing the Market Price of Volatility Risk in the Energy Commodity Markets James S. Doran Department of Finance Florida State University and

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:17
7A CLOSED FORM APPROACH TO THE VALUATION AND HEDGING OF BASKET AND SPREAD OPTIONS Svetlana Borovkova0 , Ferry J. Permana and Hans v.d. Weide Key words: basket options, spread options, log-normal approximation, closed form

A CLOSED FORM APPROACH TO THE VALUATION AND HEDGING OF BASKET AND SPREAD OPTIONS Svetlana Borovkova0 , Ferry J. Permana and Hans v.d. Weide Key words: basket options, spread options, log-normal approximation, closed form

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:20
8doi:S0927

doi:S0927

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2007-12-06 11:00:14
9The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets,

The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets,

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Source URL: www.econterms.com

Language: English - Date: 2005-11-27 20:20:53
10SPONSORED FEATURE FX volatility An evolutionary story Jessica James and Jonathan Fullwood of Commerzbank present an overview of volatility – from its origins, to the current era – taking

SPONSORED FEATURE FX volatility An evolutionary story Jessica James and Jonathan Fullwood of Commerzbank present an overview of volatility – from its origins, to the current era – taking

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Source URL: cbcm.commerzbank.com

Language: English - Date: 2015-07-02 05:13:45