Derivatives Pricing and Yields
The pricing and yield formulas for derivative securities come
from:
[8] Chriss, Neil A., "Black-Scholes and Beyond: Option
Pricing Models," Chicago: Irwin Professional Publishing, 1997,
ISBN 0-7863-1025-1.
[9] Cox, J., S. Ross, and M. Rubenstein, "Option Pricing:
A Simplified Approach", Journal of Financial Economics
7, Sept. 1979, pp. 229 - 263.
[10] Hull, John C., Options, Futures, and Other Derivatives,
Prentice Hall, 5th edition, 2003, ISBN 0-13-009056-5.
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