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    Copyright
    Preface
    Contributors
    Ch. 1. Alternatives to Black–Scholes Formulation in Finance
    Ch. 2. Analytical Methods for Risk Management: An Engineering Systems Perspective
    Ch. 3. ARCH and GARCH Models
    Ch. 4. Bayesian Forecasting
    Ch. 5. Bayesian Networks
    Ch. 6. Box–Jenkins Model
    Ch. 7. Business Forecasting Methods
    Ch. 8. Combination of Forecasts
    Ch. 9. Decision Theory
    Ch. 10. Dynamic Programming
    Ch. 11. Estimation of Travel Distance
    Ch. 12. Financial Time Series
    Ch. 13. Forecasting
    Ch. 14. Foundations of Risk Measurement
    Ch. 15. Functional Networks
    Ch. 16. Game Theory
    Ch. 17. Intervention Model Analysis
    Ch. 18. Inventory Theory
    Ch. 19. Manpower Planning
    Ch. 20. Markov Networks
    Ch. 21. Methods of Estimation of Risks and Analysis of Business Processes
    Ch. 22. Mining Functional Data in Prediction Markets
    Ch. 23. Models for Bid Arrivals and Bidder Arrivals in Online Auctions
    Ch. 24. Multiserver Queues
    Ch. 25. Multivariate Time-Series Analysis
    Ch. 26. Network Analysis
    Ch. 27. Network of Queues
    Ch. 28. Neural Networks
    Ch. 29. Newsboy Inventory Problem
    Ch. 30. Nonlinear Time Series
    Ch. 31. Nonstationary Time Series
    Ch. 32. PERT
    Ch. 33. Prediction and Forecasting
    Ch. 34. Pricing Foreign Exchange Options with Stochastic Volatility
    Ch. 35. Probabilistic Expert Systems
    Ch. 36. Problem Solving in Statistics
    Ch. 37. Queueing Theory
    Ch. 38. Queues and Networks
    Ch. 39. Ranking and Selection Among Mutual Funds
    Ch. 40. Risk Theory
    Ch. 41. Statistical Consulting
    Ch. 42. Statistical Methods in Inventory Effect and Analysis
    Ch. 43. Statistical Methods in Risk Management by Futures Clearinghouses
    Ch. 44. Statistics in Auditing
    Ch. 45. Statistics in Banking
    Ch. 46. Statistics in Finance
    Ch. 47. Statistics in Management Science
    Ch. 48. Statistics in Marketing
    Ch. 49. Statistics of Risk Management
    Ch. 50. Stochastic Differential Equations: Applications in Economics and Management Science
    Ch. 51. Stochastic Games
    Ch. 52. Stock Market Price Indexes
    Ch. 53. The Black–Scholes Formula and Its Applications in Finance
    Introduction
    The Black–Scholes Model
    European Call and Put Options
    Some Exotic Options
    American Options
    Application to the Modeling of Credit Risk
    Real Options
    References
    Ch. 54. Time Series
    Index
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    Chapter 53. The Black–Scholes Formula and Its Applications in Finance

    Chapter 53. The Black–Scholes Formula and Its Applications in Finance

    Masaaki Kijima and Yukio Muromachi


      

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