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BlackScholes model
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41	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, Add to Reading List Source URL: econterms.com Language: English - Date: 2005-11-27 20:20:53 Mathematical finance BlackScholes equation BlackScholes model Option Volatility Quantitative analyst Futures contract Geometric Brownian motion Stochastic volatility Heston model
42	History Dependent Stochastic Processes and Applications to Finance by NEEKO GARDNER Mihai Stoiciu, Advisor Add to Reading List Source URL: sites.williams.edu Language: English - Date: 2015-07-23 17:08:56 Stochastic processes BlackScholes model Random walk Brownian motion BlackScholes equation Stochastic Normal distribution Martingale Geometric Brownian motion Stochastic differential equation
43	CASE STUDY III EVALUATING MODEL RISK WITHIN THE BLACK–SCHOLES FRAMEWORK Limiting Model Risk by Add to Reading List Source URL: www.fam.tuwien.ac.at Language: English - Date: 2011-06-28 04:09:58 Mathematical finance Options Statistics Economy Applied mathematics Stochastic processes BlackScholes model Equations Stock market Volatility Normal distribution Brownian motion
44	MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t Add to Reading List Source URL: www.fam.tuwien.ac.at Language: English - Date: 2003-06-14 17:14:35 Mathematical finance Applied mathematics Economy Finance BlackScholes model Implied volatility Stochastic volatility Risk-neutral measure Volatility Option Quantitative analyst Brownian motion
45	Microsoft PowerPoint - Copy (2) of Organgram.pptx Add to Reading List Source URL: www.msfinance.ch Language: English - Date: 2011-05-03 10:54:40 Mathematical finance Options Quantitative analyst BlackScholes model Stochastic volatility Volatility Valuation of options Volatility smile Certificate in Quantitative Finance
46	Microsoft Word - draft of NOV18docx.docx Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 20:51:52 Mathematical finance Options Applied mathematics Finance Money Volatility smile VIX Implied volatility Volatility BlackScholes model Stochastic volatility Moneyness
47	To appear in Finance and StochasticsValuation of Exotic Options Under Shortselling Constraints Uwe Schmock ∗ Department Mathematik Add to Reading List Source URL: www.fam.tuwien.ac.at Language: English - Date: 2003-06-14 17:13:14 Mathematical analysis Statistics Probability Mathematical finance BlackScholes model Equations Options Stock market Normal distribution Generalised Whitehead product Symbol
48	Milliman Research Report Prepared by: Nigel Knowles Principal and Consulting Actuary Clement Bonnet Consulting Actuary Add to Reading List Source URL: www.milliman.com Language: English - Date: 2014-03-11 14:08:03 Economy Finance Money Mathematical finance Fixed income analysis Fixed income market Yield curve Interest rates Options Bootstrapping Scientific modelling BlackScholes model