Skip directly to content

Open Filter

Leave blank for all. Otherwise, the first selected term will be the default instead of "Any".
Leave blank for all. Otherwise, the first selected term will be the default instead of "Any".
Listing Thumbnail

Option Pricing

Options are analysed and valued in the context of Merton’s (1987) ‘Simple Model of Capital Market Equilibrium with Incomplete Information’.

Wilmott
Tue 13 Mar 2018
Listing Thumbnail

Financial Option Prices in Excel

In this article, both Marcin and Jeremy discuss the use of algorithms from the NAG Library to calculate prices for financial options.

NAG
Fri 4 Apr 2014