Frequently Asked Questions In Quantitative Finance

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274 Frequently Asked Questions In Quantitative Finance

Black, F & Scholes, M 1973 The pricing of options and
corporate liabilities.Journal of Political Economy 81 637–59
Cox, J & Rubinstein, M 1985Options Markets. Prentice–Hall
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Dupire, B 1994 Pricing with a smile.Risk magazine 7 (1) 18–20
Harrison, JM & Kreps, D 1979 Martingales and arbitrage in
multiperiod securities markets.Journal of Economic Theory
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Harrison, JM & Pliska, SR 1981 Martingales and stochastic
integrals in the theory of continuous trading.Stochastic
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Joshi, M 2003The Concepts and Practice of Mathematical
Finance.CUP
Rubinstein, M 1976 The valuation of uncertain income streams
and the pricing of options.Bell J. Econ. 7 407–425
Rubinstein, M 1994 Implied binomial trees.Journal of Finance
69 771–818
Wilmott, P 2006Paul Wilmott On Quantitative Finance, second
edition. John Wiley & Sons
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