1 - 1 of 1 results (0.33 seconds)
Sort By:
  • A Few Comments on Academic Finance
    A Few Comments on Academic Finance Discussion of significant anomalies in option pricing due to the independent identically distributed assumption of the Black Scholes formula. ;; Financial ...

    View Description

    • 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