Financial Derivatives Valuation

A. Suetin

Voprosy Ekonomiki, 2007, issue 10

Abstract: The article contains a thorough analysis of the world financial derivatives market with special reference to theoretical issues. It puts forward and traces Black-Scholes options valuation model. The author underlines particularities of advanced practical derivatives price calculation, using the math formula of the Nobel Prize winners. Some practical features of the concept and its implementation within notorious Long-Term Capital Management hedge fund are emphasized.

Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:nos:voprec:y:2007:id:1664

DOI: 10.32609/0042-8736-2007-10-125-131

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