Security Analysis, Portfolio Management, and Financial Derivatives
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29

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Published By WORLD SCIENTIFIC

9789814343565, 9789814343589

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

ItÔ's Calculus: Derivation of the Black–Scholes Option Pricing Model

Security Analysis, Portfolio Management, and Financial Derivatives ◽

10.1142/9789814343589_0027 ◽

2012 ◽

pp. 1081-1116

Keyword(s):

Option Pricing ◽

Pricing Model ◽

Black Scholes ◽

Option Pricing Model

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Futures Valuation and Hedging

Security Analysis, Portfolio Management, and Financial Derivatives ◽

10.1142/9789814343589_0014 ◽

2012 ◽

pp. 515-556

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The Efficient-Market Hypothesis and Security Valuation

Security Analysis, Portfolio Management, and Financial Derivatives ◽

10.1142/9789814343589_0012 ◽

2012 ◽

pp. 435-468

Keyword(s):

Efficient Market Hypothesis ◽

Efficient Market ◽

Security Valuation

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Risk-Aversion, Capital Asset Allocation, and Markowitz Portfolio-Selection Model

Security Analysis, Portfolio Management, and Financial Derivatives ◽

10.1142/9789814343589_0008 ◽

2012 ◽

pp. 265-311

Keyword(s):

Risk Aversion ◽

Portfolio Selection ◽

Asset Allocation ◽

Selection Model ◽

Capital Asset ◽

Markowitz Portfolio ◽

Portfolio Selection Model

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Common Stock: Return, Growth, and Risk

Security Analysis, Portfolio Management, and Financial Derivatives ◽

10.1142/9789814343589_0003 ◽

2012 ◽

pp. 81-117

Keyword(s):

Stock Return ◽

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International Diversification and Asset Pricing

Security Analysis, Portfolio Management, and Financial Derivatives ◽

10.1142/9789814343589_0022 ◽

2012 ◽

pp. 867-908

Keyword(s):

Asset Pricing ◽

International Diversification

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Comparative Static Analysis of the Option Pricing Models

Security Analysis, Portfolio Management, and Financial Derivatives ◽

10.1142/9789814343589_0020 ◽

2012 ◽

pp. 777-805

Keyword(s):

Option Pricing ◽

Static Analysis ◽

Pricing Models ◽

Comparative Static Analysis

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Normal, Log-Normal Distribution, and Option Pricing Model

Security Analysis, Portfolio Management, and Financial Derivatives ◽

10.1142/9789814343589_0019 ◽

2012 ◽

pp. 739-776

Keyword(s):

Option Pricing ◽

Normal Distribution ◽

Pricing Model ◽

Option Pricing Model ◽

Log Normal Distribution

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Decision Tree and Microsoft Excel Approach for Option Pricing Model

Security Analysis, Portfolio Management, and Financial Derivatives ◽

10.1142/9789814343589_0018 ◽

2012 ◽

pp. 705-738

Keyword(s):

Decision Tree ◽

Option Pricing ◽

Pricing Model ◽

Microsoft Excel ◽

Option Pricing Model

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Index Models for Portfolio Selection

Security Analysis, Portfolio Management, and Financial Derivatives ◽

10.1142/9789814343589_0010 ◽

2012 ◽

pp. 353-397

Keyword(s):

Portfolio Selection

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