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Black-Scholes and beyond: Option pricing models Ira Kawaller, Neil A. Chriss
Publisher: MGH

Jan 8, 2009 - Familiar valuation models have become increasingly unreliable. I found this great resource the other day, explaining the equation at a very high level: A Beginner's Guide To The Black-Scholes Option Pricing Formula. Feb 23, 2011 - Firstly they look at the experience of the Chicago Board Options Exchange which opened in 1973 at around the same time that the Black-Scholes option pricing model was invented. The panel was Some of the quants' financial products had collapsed in price, with unexpected consequences in another financial sector: the trading of equities. Oct 25, 2012 - August is usually a slow month, but the rows of chairs were full, and highly paid financial engineers were standing by the windows at the back, which looked out over black Town Cars below and the Hudson River beyond. Feb 24, 2011 - 2) Calculate asset volatility: The volatility of Borders' stock returns for the past year is calculated in order to compute estimates for implied asset volatility, using the Black-Scholes option pricing model (using total assets and liabilities numbers as well). 3) Estimate the size of the tail That was very interesting and well beyond my skill level so thanks to you and Prof Lawless for arranging this contribution. Where is the risk manager that has not model makes the absence of the dirt visible. May 13, 2014 - The weighted average fair value of the options issued during the three months ended March 31, 2014 was estimated using the Black-Scholes option pricing model. Feb 19, 2012 - Black-Scholes and Beyond: Option Pricing ModelsNeil A. I understand that my work may have enormous effects on society and the economy, many of them beyond my comprehension. In this regard, we believe that the Black-Scholes model of options valuation, now often unjustly maligned, is a model for models; it is clear and robust. Why is it the holy grail of finance equations? An interactive program that provides a view of the results of the Black-Scholes model. Well In fact in some cases it may damage them – one reason for the growth of the bonus culture in the financial industry is that successive waves of layoffs led to a reduced pool of talented people whose talents were bid-up by firms too myopic to look beyond the next quarter's results. Chriss | McGraw-Hill | 3996-19-39 | 696 pages | English | CHMAn unprecedented book on option pricing!