The pricing of options and corporate liabilities
All corporate liabilities can be viewed as combinations of options, the formula and the analysis that led to it are also applicable to corporate liabilities such as common stock, corporate bonds, warrants. The valuation formula. An alternative derivation.
Рубрика | Финансы, деньги и налоги |
Предмет | The theory of finance |
Вид | статья |
Язык | английский |
Прислал(а) | Fischer Black |
Дата добавления | 09.09.2012 |
Размер файла | 1,3 M |
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