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Option valuation in the presence of market imperfections

Author: Andreas Bell
Publisher: Frankfurt am Main ; New York : P. Lang, ©1993.
Series: Europäische Hochschulschriften., Reihe V,, Volks- und Betriebswirtschaft ;, Bd. 1369.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:

"Thesis - written ... in the course of a student exchange program between the Johann Wolfgang Goethe-Universiteat in Frankfurt and the University of Wisconsin"--Pref.

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Document Type: Book
All Authors / Contributors: Andreas Bell
ISBN: 3631456603 9783631456606
OCLC Number: 27146349
Notes: "Thesis - written ... in the course of a student exchange program between the Johann Wolfgang Goethe-Universität in Frankfurt and the University of Wisconsin"--Preface.
Description: xiii, 255 pages : illustrations ; 21 cm.
Contents: Contents: Arbitrage bounds on option values - The Black/Scholes valuation rationale - The market environment in reality - Empirical evidence on Black/Scholes pricing biases - Alternative option valuation models - Incorporation of changing implied volatility - Embedded options.
Series Title: Europäische Hochschulschriften., Reihe V,, Volks- und Betriebswirtschaft ;, Bd. 1369.
Responsibility: Andreas Bell.

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