--%>

Who published a book regarding risk-option formulas

Who published a book regarding option formula and risk neutrality?

E

Expert

Verified

In 1908 Bronzin publishes a book which consists of option formula, and considerably to be using risk neutrality.

   Related Questions in Corporate Finance

  • Q : Illustrates the Gordon and Shapiro

    What is the importance and the utility of the given formula: Ke = DIV(1+g)/P + g?

  • Q : What is nonlinearity in option pricing

    What is nonlinearity in option pricing model?

  • Q : Explain modern quantitative

    Explain modern quantitative methodology for portfolio selection.

  • Q : Explain investment of bank for

    When my company is not listed, therefore the investment banks apply an illiquidity premium. In fact, they say this is an illiquidity premium but then they call this a small cap premium. Only one of the banks, apparently based upon Tit

  • Q : Relation between book value of shares

    Is the relation in between book value of shares or capitalization a good guide to investments?

  • Q : PV of Dividends PV of dividends:

    PV of dividends: Cortez, Inc., is expecting to pay out a dividend of $2.50 next year. After that it expects its dividend to grow at 7 percent for the next four years. What is the present value of dividends over the next five-year period if the required rate of return is 10 percent?

  • Q : Valuation & Merger analysis Problem

    Problem 21-1 Valuation Harrison Corporation is interested in acquiring Van Buren Corporation. Assume t

  • Q : Data Case Please Assist with the

    Please Assist with the attached Data Case Assignment

  • Q : Problem on required rate of return

    Tudor Online Publishing Corporation has tax rate of 35%, debt-to-equity ratio of 25%, and has (leveraged) beta 1.25. The riskless rate is 3% and the market return is 12%. Windsor Publishing Company is an all equity company and is in the same business. What is the requ

  • Q : Calculated Free Cash Flow I think Free

    I think Free Cash Flow (FCF) can be acquired from the Equity Cash Flow (CFac) using the relation as: FCF = CFac + Interests – ΔD. Is it true?