Stock option prices result from the interaction of many investors of many persuasions. Previous
theories of option price have been micronormative, thus having tenuous connections with …

XT+ 1-XT= A+ UT where A is the average price increase per unit of time and UT is a normally
distributed random variable with zero mean and variance of a2. This model of stock price …

Analysts now have a clear need for tools to properly evaluate options: there are 22 actively
traded warrants on the American Stock Exchange and every day it seems new convertible …

The Ibbotson-Sinquefield simulation for common stock returns, published in this Journal in
1976, can be considerably simplified. The model predicts that a future stock return will be …

RECENT advances in the analysis of risk-taking and the role of the securities markets point
to prescriptive policy which is often in conflict with our present legal framework. 1 The …

… Consider first that rare individual who is certain that at time t, XYZ common w ill sell for xt.
His … His expected profit at time t is a function of the price of the common at time t: _ ... _ (lp)1500 …

From the date of publication in 1962, readers of this book have exploited numerous investment
opportunities involving warrants and convertible bonds. Specifically, the Teleregister and …

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The price of common stock warrants do not adjust immediately to changes in common stock
prices. This lag is inconsistent with the ‘efficient market’ hypothesis. Based on daily closing …

… Kassouf, Sheen T. … 責任表示 [by] Sheen Kassouf …