Moneyness

Results: 60



#Item
11Mathematical finance / Options / Implied volatility / BlackScholes model / Volatility smile / Moneyness / Volatility / Stochastic volatility / Nonparametric regression / Binomial options pricing model / Lattice model

Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning∗ Jianqing Fana a Loriano Mancinib

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-27 08:15:03
12Options / Put option / Call option / Covered call / Exercise / Strike price / Short / Putcall parity / Moneyness / Bear spread / Naked put

Beyond the Covered Call Enhancing a Covered Call Strategy with Cash-Secured Puts Kurt Nye, CFA Lead Portfolio Manager

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Source URL: www.optionseducation.org

Language: English - Date: 2016-08-14 08:03:56
13Mathematical finance / Options / Applied mathematics / Finance / Money / Volatility smile / VIX / Implied volatility / Volatility / BlackScholes model / Stochastic volatility / Moneyness

Microsoft Word - draft of NOV18docx.docx

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 20:51:52
14Options / Investment / Volatility / Convexity / Black–Scholes / Stochastic volatility / Delta neutral / Derivative / Moneyness / Mathematical finance / Financial economics / Finance

3 VaR Calculations for Derivatives This section is a brief review of delta and gamma-based VaR calculation methods for options. As we shall see, as a last resort, one can estimate VaR accurately, given enough

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Source URL: www.mit.edu

Language: English - Date: 2003-05-07 11:45:18
15Time value / Fumigation / Pest control / Real options valuation / Moneyness / Strike price / Business / Options / Economics / Intrinsic value

Economically Optimal Timing of Insect Control in Food Processing Facilities: An Options Approach Suling Duan, Graduate Research Assistant and Brian Adam, Professor

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Source URL: ageconsearch.umn.edu

Language: English - Date: 2015-05-27 21:12:48
16Investment / Mathematical finance / Implied volatility / Greeks / Moneyness / Call option / Exercise / Volatility / Covered call / Financial economics / Options / Finance

Order Form: Q&A Option Wizard Online & Offline Products: Option Wizard ™ Online

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Source URL: option-wizard.com

Language: English - Date: 2000-02-09 07:54:14
17Investment / Lookback option / Quanto / Option style / Black–Scholes / Strike price / Call option / Moneyness / Futures contract / Financial economics / Options / Finance

Quanto lookback options Min Dai Institute of Mathematics and Department of Financial Mathematics Peking University, Beijing, China (e-mails: ) Hoi Ying Wong

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Source URL: www.csc.ust.hk

Language: English - Date: 2002-01-21 19:48:54
18Investment / Binary option / Barrier option / Option style / Option / Exotic option / Futures contract / Greeks / Moneyness / Financial economics / Options / Finance

Double Barrier Cash or Nothing Options: a short note ´ and Angelo Joseph‡ Antonie Kotze May 2009 Financial Chaos Theory, Johannesburg, South Africa

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Source URL: www.quantonline.co.za

Language: English - Date: 2011-08-09 12:24:09
19Financial system / Warrant / Strike price / Moneyness / Futures contract / Exercise / Intrinsic value / Covered warrant / Put option / Financial economics / Options / Finance

PDF Document

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Source URL: www.edb.gov.hk

Language: English - Date: 2012-11-26 01:36:57
20Financial system / Hedge / Risk reversal / Put option / Moneyness / Foreign-exchange option / Financial economics / Options / Finance

RISK MANAGEMENT LIMITING FX-INDUCED EARNINGS VOLATILITY CONTINUING THEIR FICTITIOUS CASE STUDY THAT THEY BEGAN IN AN EARLIER ISSUE OF THE TREASURER, SATU JAATINEN AND

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Source URL: cbcm.commerzbank.com

Language: English - Date: 2015-02-25 04:04:32
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