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BlackScholes model
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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 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:17:16 Options Economy Mathematical finance Finance Money BlackScholes model Putcall parity Barrier option Put option Lookback option Forward contract Valuation of options
2	- 2012 #15 NBIM Discussion NOTE Modelling the implied tail risk of foreignexchange positions Add to Reading List Source URL: dmmn26wgpgtie.cloudfront.net Language: English - Date: 2016-07-22 21:10:43 Mathematical finance Options Economy Applied mathematics Finance Volatility smile Volatility Implied volatility Foreign exchange option Moneyness BlackScholes model Financial economics
3	nekst Volume 19, fourth edition, June 2011 Black-Scholes Model in Context Interview Robert C. Merton Add to Reading List Source URL: asset-tilburg.nl Language: English - Date: 2015-04-09 05:08:50 Economy Maarten Tilburg Econometrics BlackScholes model Quantitative analyst Mathematics
4	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 Add to Reading List Source URL: www.statistik-mathematik.uni-wuerzburg.de Language: English - Date: 2014-02-26 07:25:48 Mathematical finance Economy Finance Money Arbitrage Risk-neutral measure BlackScholes model Actuarial science Futures contract Derivative Forward contract Rational pricing
5	Hedging and Portfolio Optimization in Financial Markets with a Large Trader By Peter Bank† and Dietmar Baum‡ Abstract Add to Reading List Source URL: page.math.tu-berlin.de Language: English Mathematical finance Economy Finance Money Stochastic processes Financial markets Options Martingale theory Semimartingale Arbitrage Forward contract BlackScholes model
6	Computing the Market Price of Volatility Risk in the Energy Commodity Markets James S. Doran Department of Finance Florida State University and Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:17 Mathematical finance Options Economy Finance Money Volatility Implied volatility Stochastic volatility BlackScholes model Beta Market risk Moneyness
7	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 Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:20 Mathematical analysis Statistics Probability Probability distributions Mathematical finance Options Log-normal distribution Volatility Normal distribution BlackScholes model Option style Gamma distribution
8	doi:S0927 Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2007-12-06 11:00:14 Statistics Mathematical finance Probability Mathematical analysis Kurtosis Volatility Laplace distribution Heavy-tailed distribution BlackScholes model Normal distribution Capital asset pricing model Probability distribution
9	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: www.econterms.com Language: English - Date: 2005-11-27 20:20:53 Mathematical finance Economy Finance Money BlackScholes equation BlackScholes model Option Volatility Quantitative analyst Futures contract Geometric Brownian motion Stochastic volatility
10	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 Add to Reading List Source URL: cbcm.commerzbank.com Language: English - Date: 2015-07-02 05:13:45 Options Mathematical finance Applied mathematics Economy Finance Volatility smile Implied volatility Foreign exchange option Moneyness BlackScholes model Volatility VIX

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