Working Papers

American Airlines Price Distribution Case Study

Black-Scholes Valuation

Capital Budgeting

Exercise Behavior

Gram-Charlier Option Model

Mean-Reversion Jump-Diffusion

Normality and Correlation

Parameters Estimation

Random Number Generators

Risk Neutral Valuation

Stochastic Stock Price Modeling

VaR for Long/Short Positions

Volatility Term Structure

Dividend Adjusted Stock Prices

Employee Stock Options

Foreign Contracts

Mixture of Normal Distributions

Reinvestment of the Dividend Distributions

Warrants Valuations

Questions and comments regarding MITI Working Papers should be directed to Sorin Straja, PhD.