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In this formula catalogue we collect closed-form solutions for values of derivative securities. Some of the results are taken from standard textbooks or published articles, others appear on this website for the first time. In many cases we also provide a guide how to derive or verify the formulas. The different sections of the formula catalogue may be downloaded (available as postscript) and copied for academic purposes only. Comments are welcome and can be mailed to info@mathfinance.de.
 

• common parameters
• notation
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