option
8 views | +0 today
Follow
 
Scooped by Benbelaid
onto option
Scoop.it!

Nobel Laureate Myron Scholes on the Black–Scholes Option Pricing Model

Nobel Laureate Myron Scholes on the Black–Scholes Option Pricing Model | option | Scoop.it
This is the first part of a two-part interview with Nobel Laureate Myron Scholes. In this installment, Scholes shared his perspectives on the Black-Scholes option pricing model, from the motivation...
more...
No comment yet.
Your new post is loading...
Your new post is loading...
Scooped by Benbelaid
Scoop.it!

Interview - Hatem Dohni : « Le 'smile' est la troisième source de performance à laquelle nous avons recours dans nos fonds d'arbitrage de volatilité »

Interview - Hatem Dohni : « Le 'smile' est la troisième source de performance à laquelle nous avons recours dans nos fonds d'arbitrage de volatilité » | option | Scoop.it
Smile, Structure par terme, Relative Value : Hatem Dohni, Responsable du pôle volatilité de CCR Asset Management nous explique différentes stratégies d'arbitrage de vol
more...
No comment yet.
Scooped by Benbelaid
Scoop.it!

Black-Scholes: Robert Merton on the Options Pricing Model

Black-Scholes: Robert Merton on the Options Pricing Model | option | Scoop.it
The Nobel laureate looks back on his co-achievement with rivals Fischer Black and Myron Scholes
more...
No comment yet.
Scooped by Benbelaid
Scoop.it!

Financial tools must be handled with care - FT.com

Financial tools must be handled with care - FT.com | option | Scoop.it
A man ploughs his Lamborghini into two parked cars. Who is to blame? It’s probably not the car. Likewise, however much we thump our computer keyboards when a programme crashes, we know that the bug is the result of human error – either by us in
more...
No comment yet.
Scooped by Benbelaid
Scoop.it!

Nobel Laureate Myron Scholes on the Black–Scholes Option Pricing Model

Nobel Laureate Myron Scholes on the Black–Scholes Option Pricing Model | option | Scoop.it
This is the first part of a two-part interview with Nobel Laureate Myron Scholes. In this installment, Scholes shared his perspectives on the Black-Scholes option pricing model, from the motivation...
more...
No comment yet.
Scooped by Benbelaid
Scoop.it!

Baisse de la volatilité des marchés actions américain et européen

Baisse de la volatilité des marchés actions américain et européen | option | Scoop.it
Découvrez une analyse de la volatilité des marchés actions américain et européen par un spécialiste de Banque de Gestion Privée Indosuez
more...
No comment yet.