Global ETD Search

31	Black-Scholes neutral repricing and executive incentive realignment. January 2004 (has links) Ma Kai. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 58-60). / Abstracts in English and Chinese. / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Executive Options Repricing --- p.5 / Chapter 2.1 --- Plan Restrictions --- p.5 / Chapter 2.2 --- Corporate Governance Issues --- p.7 / Chapter 2.3 --- Securities Law Issues --- p.9 / Chapter 2.4 --- Accounting Issues --- p.10 / Chapter Chapter 3 --- Literature Review --- p.15 / Chapter 3.1 --- Options Repricing --- p.15 / Chapter 3.2 --- The Valuation of Executive Stock Options --- p.18 / Chapter 3.3 --- Extant Executive Stock Options Valuation Models --- p.19 / Chapter Chapter 4 --- Methodology --- p.23 / Chapter Chapter 5 --- Numerical Results --- p.26 / Chapter 5.1 --- Parameters Specification ´ؤ Base Case --- p.26 / Chapter 5.2 --- Value Line --- p.27 / Chapter 5.3 --- Incentive Effect --- p.28 / Chapter 5.4 --- Black-Scholes Neutral Repricing --- p.30 / Chapter Chapter 6 --- Parameters Sensitivity --- p.35 / Chapter 6.1 --- Compensation Package Composition --- p.35 / Chapter 6.2 --- Outside Wealth --- p.38 / Chapter 6.3 --- Beta --- p.41 / Chapter 6.4 --- Total Volatility of the Company Stock Price --- p.44 / Chapter 6.5 --- The Coefficient of the Constant Relative Risk Aversion of the Executive --- p.48 / Chapter Chapter 7 --- Conclusion --- p.51 / Appendix: Matlab Programs --- p.54 / References --- p.58 / Figures and Tables --- p.61
32	An empirical test of variance gamma options pricing model on Hang Seng index options Lee, Mou Chin 01 January 2000 (has links) No description available. Mathematical models Options (Finance) Prices
33	Numerical methods for pricing Bermudan barrier options Zhao, Jing Ya January 2012 (has links) University of Macau / Faculty of Science and Technology / Department of Mathematics
34	Do stock prices and volatility jump? : reconciling evidence from spot and option prices / Eraker, Bjørn. January 2001 (has links) Thesis (Ph. D.)--University of Chicago, School of Business, 2001. / Includes bibliographical references. Also available on the Internet.
35	An empirical analysis of environmental uncertainty, real options decision patterns and firm performance Boccia, Alfred M., January 2009 (has links) Thesis (Ph. D.)--University of Massachusetts Amherst, 2009. / Open access. Includes bibliographical references (p. 208-221). Print copy also available.
36	Recovering jump risk and diffusion parameters implied by market prices of short-dated options Beyer, Scott B., January 2003 (has links) Thesis (Ph. D.)--University of Missouri-Columbia, 2003. / Typescript. Vita. Includes bibliographical references (leaves 173-178). Also available on the Internet. Stock options Options (Finance) Stocks
37	Diversification effects a real options approach / Zhao, Aiwu. January 2008 (has links) Thesis (Ph.D.)--Kent State University, 2008. / Title from PDF t.p. (viewed March 3, 2010). Advisor: Mark Holder. Keywords: diversification; diversification discount; value measurement; real options. Includes bibliographical references (p. 84-89).
38	Recovering jump risk and diffusion parameters implied by market prices of short-dated options / Beyer, Scott B., January 2003 (has links) Thesis (Ph. D.)--University of Missouri-Columbia, 2003. / Typescript. Vita. Includes bibliographical references (leaves 173-178). Also available on the Internet. Stock options Options (Finance) Stocks
39	A review of the application of real options theory to commercial real estate leases / Singer. Timo. January 2002 (has links) Thesis (M. Sc.)--University of Hong Kong, 2002. / Includes bibliographical references (leaves 44-51). Real options (Finance) Commercial leases
40	Issuance and calls of preferred stock / Lee, Hongbok, January 2002 (has links) Thesis (Ph. D.)--University of Missouri-Columbia, 2002. / Typescript. Vita. Includes bibliographical references (leaves 199-206). Also available on the Internet.

Search results