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Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond
each period, the stock can increase by a factor of u or decrease by a factor of d. A cell in the binomial ... scientific contributions also helped launch the first U.S. options exchange in Chicago in 1973, known as the ...- Authors: Mathieu Boudreault
- Date: Mar 2013
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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rar-2012-iss60-boudreault
the risk-free rate is 2 percent. According to mortality tables, this individual has a 1 percent probability ... Strictly from a financial engineering viewpoint, mortality risk creates market incompleteness. As it will ...- Authors: Mathieu Boudreault
- Date: Sep 2012
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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A Few Comments on Academic Finance
A Few Comments on Academic Finance Discussion of significant anomalies in option pricing due ... some academics have raised red flags. Dr. David S. Bates in his paper, “Jumps and Stochastic Volatility: ...- Authors: Richard Joss
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives