An introductory analysis of the theory of probability option pricing
| Document type: | Miscellaneous |
|---|---|
| Full text: | |
| Author(s): | Klaus Solberg Søilen |
| Title: | An introductory analysis of the theory of probability option pricing |
| Type of publication: | MBA Thesis |
| Year: | 1993 |
| Organization: | Blekinge Institute of Technology |
| Department: | School of Management (Sektionen för management) School of Management S- 371 79 Karlskrona +46 455 38 50 00 http://www.bth.se/mam/ |
| Authors e-mail: | kss@bth.se |
| Language: | English |
| Abstract: | 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. |
| Summary in Swedish: | optionsmodeller |
| Subject: | Business Administration\Management Control |
| Keywords: | capital markets, finance, options, pricing models |
