- Computational Finance
(Module A) – Part II
"Leverage Effect" a Leverage Effect?
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A new approach for option pricing under stochastic volatility
A General Equilibrium Analysis of Option and Stock Market
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A EXTENDED WITH ROBUST OPTION REPLICATION FOR BLACK-
a diversified portfolio of alternative strategies
A Copula-Based Model of the Term Structure of CDO Tranches
A Copula-based Approach to Option Pricing and Risk Assessment
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9 Complete and Incomplete Market Models
8: The Black-Scholes Model - School of Mathematics and Statistics
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467 Zhou, Z. Two-Factor Capital Structure Models For Equity And
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3. Define financial Meaning of Investment
