SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Technology Stocks : MSFT Internet Explorer vs. NSCP Navigator
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Reginald Middleton who wrote (19609)5/21/1998 3:49:00 PM
From: Thure Meyer  Read Replies (1) of 24154
 
"Valued using the antiquated and inaccurate Black Scholes or a more accurate Jennegren-Naslund model"

On a less controversial note:

I am kind of educating myself on some of todays financial math and to that end read Hull "Options, Futures, and other Derivative Securities", am now plodding through Mandelbrot's "Fractal and Scaling in Finance" which gives a different perspective, in particular with its criticism of "random walk" assumptions in price behavior.

I would be interested if you could point me to some current references, in particular things like the aforementioned Jennegren-Naslund model. The last time I looked in the local book store there were so many monographs on this I couldn't figure out what to use as a standard reference.

Haven't been to the library yet to check out your previous recommendation, but will do so shortly.

Thure
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News