Chapter 2 Option Strategies.

• 2.1 2_1_1.txt 2_1_2.txt 2_1_3.txt 2_1_4.txt

• 2.2 2_2_1a.txt 2_2_1b.txt 2_2_2a.txt 2_2_2b.txt 2_2_2c.txt 2_2_2d.txt 2_2_3a.txt 2_2_3b.txt 2_2_3c.txt

• 2.3 2_3_1.txt 2_3_2.txt 2_3_3.txt

• Ex

Chapter 3 Option Valuation.

• 3.1

• 3.2 3_2b.txt 3_2c.txt

• 3.3 3_3a.txt

• 3.4 3_4a.txt 3_4b.txt

• 3.5 3_5a.txt

• Ex

Chapter 4 Extensions and Analysis of the Option Pricing Models.

• 4.1 4_1a.txt 4_1b.txt 4_1_1a.txt 4_1_1b.txt 4_1_2.txt

• 4.2 4_2_1a.txt 4_2_2a.txt 4_2_3a.txt 4_2_4a.txt 4_2_4b.txt

• 4.3 4_3a.txt 4_3b.txt 4_3_3a.txt 4_3_3b.txt

• Ex

Chapter 5 Options and Corporate Finance.

• 5_1_2a.txt

• Ex

Chapter 6 Warrants and Rights.

Chapter 7 Option-Embedded Securities.

Chapter 8 Convertible Securities.

Chapter 9 Capital Investment Decisions.

Chapter 10 Timing Options.

Chapter 11 Real Calls and Puts.

Chapter 12 Options in Risk Management.

• William T. Moore "Real Options and Option-Embedded Securities" 2001 John Wiley & Sons Inc. ISBN: 0471216593 .

• Its Japanese translation: Economist Sha 2003 ISBN: 4-87315-186-4 C3033 4800E (Purchase directly from the publisher).

• Errata file(might be temporary): http://dmsweb.badm.sc.edu/wtmoore/Errata_for_Real_Options.doc

This is a GAUSS version of its "complete" programming guide. Buy and read the textbook above along with this guide.

by Yasutaro Kogane

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