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
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