Book of Donmon Teith

Stochastic volatility models on option pricing have received much study following the discovery of the non-at implied surface following the crash of the stock m

The Nobel Prize-winning the Black-Scholes Model for stock option pricing has a simple formula to calculate the option price, but its simplicity comes with crude

This paper studies the performance of Heston Model and Black-Scholes Model in pricing index options. I have compared the two models based on 1074 call option pr

Bachelorarbeit aus dem Jahr 2010 im Fachbereich BWL - Investition und Finanzierung, Note: 1,2, EBS Universität für Wirtschaft und Recht, Sprache: Deutsch, Abs

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