Show Summary Details
- Title Pages
- Dedication
- <i>Acknowledgements</i>
- 1 Performing Theory?
- 2 Transforming Finance
- 3 Theory and Practice
- 4 Tests, Anomalies, and Monsters
- 5 Pricing Options
- 6 Pits, Bodies, and Theorems
- 7 The Fall
- 8 Arbitrage
- 9 Models and Markets
- Appendix A An Example of Modigliani and Miller’s “Arbitrage Proof” of the Irrelevance of Capital Structure to Total Market Value
- Appendix B Lévy Distributions
- Appendix C Sprenkle’s and Kassouf’s Equations for Warrant Prices
- Appendix D The Black-Scholes Equation for a European Option on a Non-Dividend-Bearing Stock
- Appendix E Pricing Options in a Binomial World
- Appendix F Repo, Haircuts, and Reverse Repo
- Appendix G A Typical Swap-Spread Arbitrage Trade
- Appendix H List of Interviewees
- Glossary
- Sources of Unpublished Documents
- References
- Index
(p.280) (p.281) Appendix C Sprenkle’s and Kassouf’s Equations for Warrant Prices
(p.280) (p.281) Appendix C Sprenkle’s and Kassouf’s Equations for Warrant Prices
- Source:
- An Engine, Not a Camera
- Publisher:
- The MIT Press
MIT Press Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.
Please, subscribe or login to access full text content.
If you think you should have access to this title, please contact your librarian.
To troubleshoot, please check our FAQs, and if you can't find the answer there, please contact us.
- Title Pages
- Dedication
- <i>Acknowledgements</i>
- 1 Performing Theory?
- 2 Transforming Finance
- 3 Theory and Practice
- 4 Tests, Anomalies, and Monsters
- 5 Pricing Options
- 6 Pits, Bodies, and Theorems
- 7 The Fall
- 8 Arbitrage
- 9 Models and Markets
- Appendix A An Example of Modigliani and Miller’s “Arbitrage Proof” of the Irrelevance of Capital Structure to Total Market Value
- Appendix B Lévy Distributions
- Appendix C Sprenkle’s and Kassouf’s Equations for Warrant Prices
- Appendix D The Black-Scholes Equation for a European Option on a Non-Dividend-Bearing Stock
- Appendix E Pricing Options in a Binomial World
- Appendix F Repo, Haircuts, and Reverse Repo
- Appendix G A Typical Swap-Spread Arbitrage Trade
- Appendix H List of Interviewees
- Glossary
- Sources of Unpublished Documents
- References
- Index