 |  Fundamentals of Corporate Finance, 4/e Stephen A. Ross,
Massachusetts Institute of Technology
Randolph W. Westerfield,
University of Southern California
Bradford D. Jordan,
University of Kentucky
Gordon S. Roberts,
York University
Options and Corporate Securities
Web LinksAnnotated web links prepared by Shelley MacDougall, Acadia University
Equity Analytics Ltd.
(http://www.e-analytics.com/vol.htm)
Historical and implied volatility are explained with formulas. |
| | | Option Club
(http://www.optionclub.com/)
Research options at the Option Club. "The goal of the option club is "to provide the premier option research site for option investors and traders." |
| | | Duke University
(http://www.duke.edu/~charvey/optdyn.htm)
Options dynamics and option pricer. Campbell Harvey of Duke University has developed a graph that shows how input variables affect option value. Great for seeing the relationship between option value and interest rates, stock volatility, strike price and time to maturity. |
| | | Chicago Board Options Exchange
(http://www.cboe.com/LearnCenter/cboeeducation/CourseList.html)
The Options Institute Online Learning Center is a rich site offering educational material, tutorials and a toolbox on stock options. |
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2002 McGraw-Hill Higher Education