Understanding n(d1) and N(d2): risk-adjusted probabilities in the Black-Scholes model
by Lars Tyge Nielsen
| Year of publication: |
1992
|
|---|---|
| Authors: | Nielsen, Lars Tyge |
| Publisher: |
Fontainebleau |
| Subject: | Theorie | Theory | CAPM | Derivat | Derivative |
| Extent: | 16 S |
|---|---|
| Series: | R & D / Institut Eropéen d'Administration des Affaires ; Corporate Renewal Initiative : working papers. - Fontainebleau, ZDB-ID 1231885-1. R&D / INSEAD / INSEAD ; 92,71 : FIN |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000853371