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Finance Press in Newport Beach, California
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- O PTION C ITY.NET Home of the OC Calculator A small list to get you started (All these links open in a new window) www.finmath.com (Look here for quantitative finance books and other links). www.quantfinancejobs.com (A jobs board for quantitative finance, financial engineering, and risk management) ...
- errata
- Errata for Option Valuation under Stochastic Volatility Last Edit: October 23, 2003 Page number Correction 37 In Table 2.1, the Money market payoff requires Im k = 0. 46-47 The correct relation between G(S,V,K,tau) and p(S,V,K,tau) is G = exp(-r tau) p, not G = p. 53 "conditions" for the square root...
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- O PTION C ITY.NET Home of the OC Calculator OptionCity provides advanced tools for options. If you are involved in the options markets as a Money manager, broker, or financial planner Institutional trader or private investor Financial engineer or analyst Academic researcher our tools can help you, y...
- OptionCity Product 1
O PTION C ITY.NET Home of the OC Calculator Calculator with a Smile chart expanded. For a full screenshot, click here . Beyond the Black-Scholes' model. If you're in the options market, you need a good calculator. The OptionCity Calculator uses two advances from modern option pricing theory: stochas...
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- O PTION C ITY.NET Home of the OC Calculator Web Changes ... This is where we'll announce the most recent additions to our web site. If you've visited us before and want to know what's changed, take a look here first. Sept., 2001: Everything is new! Try out the OptionCity Calculator. March 12, 2002: ...
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| Business Sector: | Residential, Commercial |
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Finance Press | PerpAmerExamPosted.zip | LevyLattice.cpp | Related Links | errata | Download here
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