1
-
1
of
1
results (0.59 seconds)
Sort By:
-
Back Dating Options: How Big A Sin Was It?
historically high betas. Thus we will form option valuation vectors with the same fields: [underlying price ... respective stock, the mean reversion of those stocks’ individual volatility may not have occurred at the same ...- Authors: Cicero Limberea
- Date: Aug 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Financial Reporting & Accounting>Fair value accounting; Modeling & Statistical Methods