Options Pricing and Valuation

Home

Community

Activity

Members

Member Interests

Vendors

Schools

Member Blogs

All Bookmarks

All Groups

Documents/Media

All Pages

All Polls

All Q&As

The Wire

Apps & Widgets

Resources

Academic Courses

Products/Services

News

Blogs

Events Calendar

Link Library

Research Library

Video Library

Books

Wiley Library

Journal Coverage

Google Site Search

Research Engine

Market Data

App / Widget Studio

Topics

Risk Management

Financial Technology

Hedge Funds

Education

All Topics

Contribute

About

About MoneyScience

Who are we?

About Thematic Networks

Advisory Panel

MoneyScience News

Advertise

Facebook Group

Linkedin Group

Twitter

RSS

Help

Option Pricing and Valuation

Emanuel Derman

When You Cannot Hedge Continuously: The Corrections to Black-Scholes (1998) (Visit resource)

Emanuel Derman 72 days ago

Product Development with Value-Enhancing Options (Visit resource)

MoneyScience 210 days ago

MoneyScience

Black-Scholes option pricing with CUDA - Nvidia (pdf) (Visit resource)

MoneyScience 239 days ago

MoneyScience

Monte Carlo Option Pricing with CUDA - NVIDIA (Visit resource)

MoneyScience 239 days ago

MoneyScience

The Early History of Option Contracts (pdf) (Visit resource)

MoneyScience 253 days ago

MoneyScience

A Short History of Derivative Security Markets (Visit resource)

MoneyScience 305 days ago

MoneyScience

Option Traders Use (very) Sophisticated Heuristics, Never the Black–Scholes–Merton Formula (Visit resource)

MoneyScience 326 days ago

MoneyScience

A Literature Review of Volatility and Option Pricing (Visit resource)

MoneyScience 329 days ago

MoneyScience

Option Pricing with Excel (pdf) (Visit resource)

MoneyScience 342 days ago

MoneyScience

The Boy's Guide to Pricing & Hedging (Visit resource)

MoneyScience 381 days ago

MoneyScience

GPGPUs in computational finance: Massive parallel computing for American style options (Visit resource)

MoneyScience 384 days ago

MoneyScience

Derivative Pricing with Liquidity Risk - Theory and Evidence from the Credit Default Swap Market (Visit resource)

MoneyScience 394 days ago

MoneyScience

Financial rogue waves (Visit resource)

MoneyScience 396 days ago

MoneyScience

What Happens if the Black-Scholes Model is Wrong? (Visit resource)

MoneyScience 404 days ago

MoneyScience

A GARCH Option Pricing Model with Filtered Historical Simulation (Visit resource)

MoneyScience 404 days ago

MoneyScience

How close are the option pricing formulas of Bachelier and Black-Merton-Scholes? (Visit resource)

MoneyScience 404 days ago

MoneyScience

Hedging Under the Heston Model with Jump-to-Default (Visit resource)

MoneyScience 405 days ago

MoneyScience

A Comparative Study of Stochastic Volatility Models (Visit resource)

MoneyScience 405 days ago

Option Pricing and Valuation

Emanuel Derman

When You Cannot Hedge Continuously: The Corrections to Black-Scholes (1998) (Visit resource)

MoneyScience

The Pricing of Options and Corporate Liabilities (pdf, 1973) (Visit resource)

MoneyScience

Product Development with Value-Enhancing Options (Visit resource)

MoneyScience

Black-Scholes option pricing with CUDA - Nvidia (pdf) (Visit resource)

MoneyScience

Monte Carlo Option Pricing with CUDA - NVIDIA (Visit resource)

MoneyScience

The Early History of Option Contracts (pdf) (Visit resource)

MoneyScience

A Short History of Derivative Security Markets (Visit resource)

MoneyScience

Option Traders Use (very) Sophisticated Heuristics, Never the Black–Scholes–Merton Formula (Visit resource)

MoneyScience

A Literature Review of Volatility and Option Pricing (Visit resource)

MoneyScience

Option Pricing with Excel (pdf) (Visit resource)

MoneyScience

The Boy's Guide to Pricing & Hedging (Visit resource)

MoneyScience

GPGPUs in computational finance: Massive parallel computing for American style options (Visit resource)

MoneyScience

Derivative Pricing with Liquidity Risk - Theory and Evidence from the Credit Default Swap Market (Visit resource)

MoneyScience

Financial rogue waves (Visit resource)

MoneyScience

What Happens if the Black-Scholes Model is Wrong? (Visit resource)

MoneyScience

A GARCH Option Pricing Model with Filtered Historical Simulation (Visit resource)

MoneyScience

How close are the option pricing formulas of Bachelier and Black-Merton-Scholes? (Visit resource)

MoneyScience

Hedging Under the Heston Model with Jump-to-Default (Visit resource)

MoneyScience

A Comparative Study of Stochastic Volatility Models (Visit resource)