A note in pricing Asian derivatives with continuous geometric averaging

Article Abstract:

A study was conducted on a general formula developed for pricing Asian derivatives utilizing the continuous geometric mean of the price of the underlying asset over the life of the claim. Explicit pricing formulae for the put, call and binary call and binary putt was exhibited for an Asian option that utilized the continuous geometric mean. An explicit formulae were also generalized for the average-strike binary Asian options.

Research, Options (Finance), Derivatives (Financial instruments)

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A Note On Finding The Optimal Allocation Between a Risky Stock and A Risky Bond

Article Abstract:

This paper attempts to ascertain the optimal strategy for dividing and allocating investments among stocks and bonds, both risky.

Statistical Data Included, Methods, Investments, Bonds, Bonds (Securities), Financial management

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A note on the derivation of Black-Scholes hedge ratios

Article Abstract:

The author offers proof that the Black-Scholes option price ratio works.

Contracts & orders received, Contracts & orders let, Models, Contracts, Hedging (Finance), Contract agreement

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