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Another Perspective on Black-ScholesOption Formulas
shows a different form of the Black-Scholes formula for European calls and puts under risk-neutral assumptions ... verbal interpretation. The derivation of this alternative form appears at the end of the article. Asset v ...- Authors: Mark Evans
- Date: Feb 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Asset modeling
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SOA Research in Progress: Interest Rate Swaps Exposed
SOA Research in Progress: Interest Rate Swaps Exposed Abstract of Research Project on Interest Rate ... Progress: Interest Rate Swaps Exposed Abstract of Research Project on Interest Rate Risk ;; Asset ...- Authors: Paul Ferrara
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Simulation