On Testing the Black-scholes Option Pricing Model [microform]

On Testing the Black-scholes Option Pricing Model [microform]
Author: Chaudhury, Mohammed Mahtabuddin
Publisher: National Library of Canada
Total Pages: 550
Release: 1985
Genre: Options (Finance)
ISBN: 9780315307209


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On Testing the Black-scholes Option Pricing Model [microform]
Language: en
Pages: 550
Authors: Chaudhury, Mohammed Mahtabuddin
Categories: Options (Finance)
Type: BOOK - Published: 1985 - Publisher: National Library of Canada

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Tests of the Black Scholes Option Pricing Model
Language: en
Pages: 114
Authors: Boon Yong Chew
Categories: Pricing
Type: BOOK - Published: 1978 - Publisher:

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Test of the Black-Scholes Option Pricing Model
Language: en
Pages: 90
Authors: Kenneth R. Netardus
Categories: Options (Finance)
Type: BOOK - Published: 1990 - Publisher:

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In this study, the Black-Scholes Option Pricing Model was examined over a specific period of time, on a limited number of options, to determine if the market wa
The Black-Scholes Call Option Pricing Model and Tests of the Model
Language: en
Pages: 11
Authors: Susumu Ueno
Categories:
Type: BOOK - Published: 2014 - Publisher:

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This paper aims to examine the theory behind the Black-Scholes call option pricing model, which has been widely used by those who deal with options to search fo
Black Scholes and Beyond: Option Pricing Models
Language: en
Pages: 512
Authors: Neil Chriss
Categories: Business & Economics
Type: BOOK - Published: 1997 - Publisher: McGraw Hill Professional

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An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained ``from scratch'' using only minimal mathematics.