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An introductory analysis of the theory of probability option pricing
Responsible organisation
1993 (English)Other (Other academic)
Abstract [en]

The increased attention being devoted to the formal models of market equilibrium with taxes, does suggest that the Modigliani-Miller perfect world models have become assimilated. Like their counterparts in physics, they have served to define the boundary limits within which acceptable solutions are constrained to lie. So far finance theory is the branch of economics which has made most progress on optimal behaviour in dynamic models with uncertainty.

Abstract [sv]

optionsmodeller

Place, publisher, year, pages
1993.
Keyword [en]
capital markets, finance, options, pricing models
National Category
Business Administration
Identifiers
URN: urn:nbn:se:bth-9322Local ID: oai:bth.se:forskinfo8349C54380AD14BEC125726C004E6C53OAI: oai:DiVA.org:bth-9322DiVA: diva2:837124
Available from: 2012-09-18 Created: 2007-01-23 Last updated: 2015-06-30Bibliographically approved

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fulltext(1292 kB)48 downloads
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File name FULLTEXT01.pdfFile size 1292 kBChecksum SHA-512
1a5b88989221c630043c2c92348a93812203c18ac42e751059a27c50e39b0ed955775664d730f7e18d83227f97cb6a57fdbb4fd628fe829891e9ba58a82efa32
Type fulltextMimetype application/pdf

Business Administration

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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf