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    Derivatives Models on Models
    Copyright
    Contents
    Author's "Disclaimer"
    Introduction
    Derivatives Models on Models
    Nassim Taleb on Black Swans
    Chapter 1: The Discovery of Fat-Tails in Price Data
    Edward Thorp on Gambling and Trading
    Chapter 2: Option Pricing and Hedging from Theory to Practice: Know Your Weapon III
    Alan Lewis on Stochastic Volatility and Jumps
    Chapter 3: Back to Basics: A New Approach to the Discrete Dividend Problem
    1 Introduction
    2 General Solution
    3 Dividend Models
    4 Applications
    Emanuel Derman the Wall Street Quant
    Chapter 4: Closed Form Valuation of American Barrier Options
    Peter Carr, The Wall Street Wizard of Option Symmetry and Volatility
    Chapter 5: Valuation of Complex Barrier Options Using Barrier Symmetry*
    Granger on Cointegration
    Chapter 6: Knock-in/out Margrabe
    Stephen Ross on APT
    Chapter 7: Resetting Strikes, Barriers and Time
    Bruno Dupire the Stochastic Wall Street Quant
    Chapter 8: Asian Pyramid Power
    Eduardo Schwartz: the Yoga Master of Mathematical Finance
    Chapter 9: Practical Valuation of Power Derivatives
    Aaron Brown on Gambling, Poker and Trading
    Chapter 10: A Look in the Antimatter Mirror*
    Knut Aase on Catastrophes and Financial Economics
    Chapter 11: Negative Volatility and the Survival of the Western Financial Markets
    Elie Ayache on Option Trading and Modeling
    Chapter 12: Frozen Time Arbitrage
    Haug on Wilmott and Wilmott on Wilmott
    Chapter 13: Space-time Finance The Relativity Theory's Implications for Mathematical Finance*
    Andrei Khrennikov on Negative Probabilities
    Chapter 14: Why so Negative about Negative Probabilities?
    David Bates on Crash and Jumps
    Chapter 15: Hidden Conditions and Coin Flip Blow Up's*
    Peter Jäckel on Monte Carlo Simulation
    Index
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    Derivatives Models on Models > Chapter 3: Back to Basics: A New Approach to the... - Pg. 79

    3 Back to Basics: A New Approach to the Discrete Dividend Problem Together with Jørgen Haug and Alan Lewis 1 Introduction Stocks frequently pay dividends, which has implications for the value of options on these stocks.