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Periodical
Journal of securities compliance
ISSN: 17531780 17531799 Publisher: London Henry Stewart Publications LLP

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Periodical
The analysts journal
Authors: ---
ISSN: 23291206 1940882X Year: 1945 Publisher: New York, N.Y. New York Society of Security Analysts

An elementary introduction to mathematical finance : options and other topics
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ISBN: 0521814294 0511800630 Year: 2003 Publisher: Cambridge : Cambridge University Press,

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Abstract

This unique book on the basics of option pricing is mathematically accurate and yet accessible to readers with limited mathematical training. It will appeal to professional traders as well as undergraduates studying the basics of finance. The author assumes no prior knowledge of probability, and offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this second edition are: a new chapter on optimization methods in finance; a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter.


Periodical
Journal of Securities Law, Regulation & Compliance
ISSN: 17580013 17580021 Publisher: London Henry Stewart


Periodical

Book
Reflections on the regulation of European securities markets.
Authors: ---
ISBN: 3902109068 Year: 2001 Publisher: Vienna Société universitaire européenne de recherches financières

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