The valuation of multiple stock warrents
Article Abstract:
The valuation formulas for multiple series of outstanding warrants are derived. Illustrations to confirm the practicality of the model are provided.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
Capital funds & cash flow, Stocks, Valuation, Stock warrants
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
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A non-lattice pricing model of American options under stochastic volatility
Article Abstract:
A non-lattice model for fixing the price of American options in a scenario where stock markets are displaying stochastic volatility is presented.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
Stock markets, Stock market
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
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Static hedging and model risk for barrier options
Article Abstract:
A study examining the sensitivity of static hedge strategies for barrier options to model risk is presented.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
Science & research, Asset & Risk Management, Research, Risk management, Hedging (Finance)
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
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Subjects list: United States, Analysis, Usage, Prices and rates, Forecasts and trends, Options (Finance), Market trend/market analysis, Mathematical models, Company pricing policy
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