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Investments 4/c/e
Investments, 4th Canadian Edition, 4/e
Zvi Bodie, Boston University School of Management
Alex Kane, University of California, San Diego
Alan Marcus, Boston College
Stylianos Perrakis, Concordia University
Peter Ryan, University of Ottawa
Option Valuation

Web Links

Prepared by William Lim, University of New Brunswick.
The 1997 Nobel Prize in Economics (American Mathematical Society): American Mathematical ...
(http://www.ams.org/new-in-math/nobel1997econ.html)

The 1997 Nobel Prize in Economics was awarded to Robert C. Merton and Myron S. Scholes for their work, along with Fischer Black, in developing the Fischer-Black options pricing model. (Black, who died in 1995, would undoubtedly have shared in the prize had he still been alive.)
1997 Nobel Prize Official Site: The Royal Swedish Academy of Sciences
(http://www.nobel.se/economics/laureates/1997/index.html)

The Royal Swedish Academy of Sciences has decided to award the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel, 1997, to Robert C. Merton and Myron S. Scholes for a new method to determine the value of derivatives.
Option Pricing: International Finance and Commodities Institute
(http://finance.wat.ch/cbt/options/)

A web site on how to trade options by International Finance and Commodities Institute (IFCI).
Option Pricing: Federal Reserve Bank of San Francisco
(http://www.frbsf.org/econrsrch/wklyltr/wklyltr98/el98-05.html)

FRBSF Economic Letter Number, 98-05; February 13, 1998
NumaWeb: Financial Derivatives: Numa Financial Systems
(http://www.numa.com/)

A web site with links to references, calculators, bookstore, discussion forum, software etc. on financial derivatives.
Financial Engineering News: Financial Engineering News
(http://www.fenews.com/)

A web site presenting articles on financial engineering.
Options Central: The Options Industry Council
(http://www.optionscentral.com)

The Options Industry Council site contains extensive educational material including access to the freely available Options Toolbox. The toolbox is an excellent source that allows you to simulate different options positions and examine the pricing on options.
PHLX Education Site: Philadelphia Stock Exchange
(http://www.phlx.com)

The site listed above has extensive links to numerous options and other derivative websites.
The Option Strategist: McMillan Analysis Corp.
(http://www.optionstrategist.com)

Offers options analysis and calculators that can be used with options.
Schaeffers Investment Research: Schaeffers Investment Research
(http://www.schaeffersresearch.com)

Offers options analysis and calculators that can be used with options.




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