A Framework for Valuing Derivative Securities
โ Scribed by Philip Gray; Stephen F. Gray
- Book ID
- 108560445
- Publisher
- John Wiley and Sons
- Year
- 2001
- Tongue
- English
- Weight
- 151 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0963-8008
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
present a simple, purely probabilistic method for valuing certain perpetual (i.e., with no expiration) derivative securities which may be exercised at the holder's option.
Greg Kitter has been involved in the financial markets for more than 30 years as an auditor, economist, fixed-income cash and derivatives trader, financial news room managing editor, and marketing director. He is president of VSG Consulting LLC, a firm specializing in marketing, new product developm
The general concept of security in message communications may be traced to the advent of human civilization. In contrast, however, security in automation and control is a recent phenomenon, originating with the computer age and is rapidly gaining importance with the proliferation of networks. With c