Moneyness

Results: 60



#Item
31Finance / Investment / Implied volatility / Moneyness / Black–Scholes / Volatility / Put–call parity / Volatility smile / Financial economics / Mathematical finance / Options

INTRODUCTION INTO THE NEW BLOOMBERG IMPLIED VOLATILITY CALCULATIONS The purpose of this document is to provide a brief introduction into the Bloomberg implied volatility calculations. Certain details have been omitted an

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Source URL: msb040.msb.edu

Language: English - Date: 2008-03-16 06:13:00
32Investment / Real options valuation / Put option / Call option / Option / Derivative / Corporate finance / Exercise / Moneyness / Options / Financial economics / Finance

AN OPTION THEORY OF LEGAL ENTITLEMENTS by IAN AYRES Not to be considered published. Do not cite or quote without

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Source URL: islandia.law.yale.edu

Language: English - Date: 2004-02-04 13:53:00
33Options / Investment / Put–call parity / Volatility / Arbitrage / Forward contract / Moneyness / Risk-neutral measure / Futures contract / Financial economics / Mathematical finance / Finance

Optionality and Volatility Peter Carr at Morgan Stanley Rutgers MFPDE 2011 November 4, 2011

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2012-04-25 13:45:34
34Mathematical finance / Investment / Volatility smile / Implied volatility / Volatility / Moneyness / Black–Scholes / Foreign-exchange option / Variance swap / Financial economics / Options / Finance

Crash-O-Phobia: A Domestic Fear or A Worldwide Concern? S ILVERIO F ORESI∗ Investment Management Division, Goldman Sachs L IUREN W U† Zicklin School of Business, Baruch College First draft: September 17, 2002

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Source URL: faculty.baruch.cuny.edu

Language: English - Date: 2004-02-03 14:49:06
35Financial system / Strike price / Exercise / Short / Moneyness / Binary option / Options spread / Financial economics / Options / Finance

SECURITIES AND EXCHANGE COMMISSION (Release No[removed]; File No. SR-NASDAQ[removed]July 29, 2014 Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Ru

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Source URL: www.sec.gov

Language: English - Date: 2014-07-30 09:00:19
36Financial system / Strike price / Exercise / Short / Moneyness / Binary option / Options spread / Financial economics / Options / Finance

SECURITIES AND EXCHANGE COMMISSION (Release No[removed]; File No. SR-BX[removed]July 29, 2014 Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Re

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Source URL: www.sec.gov

Language: English - Date: 2014-07-30 09:00:33
37Investment / Mathematical finance / Implied volatility / Valuation of options / Swaption / Greeks / Moneyness / Derivative / Asian option / Financial economics / Options / Finance

Package ‘RQuantLib’ April 3, 2011 Title R interface to the QuantLib library Version 0.3.7 Date $Date: 2011-04-03 16:49:11 -0500 (Sun, 03 Apr 2011) $ Maintainer Dirk Eddelbuettel

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Source URL: dirk.eddelbuettel.com

Language: English - Date: 2011-04-03 18:17:26
38Mathematical finance / Investment / Implied volatility / Futures contract / Black–Scholes / Foreign-exchange option / Volatility / Moneyness / Derivative / Financial economics / Options / Finance

PDF Document

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Source URL: www.clevelandfed.org

Language: English - Date: 2004-11-24 10:05:06
39Financial system / Put option / Exercise / Call option / Strike price / Option / Intrinsic value / Futures contract / Moneyness / Options / Financial economics / Finance

ccc_yates01_1-24.qxd[removed]:25 PM Page 1 CHAPTER 1 The Language of Options

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Source URL: media.wiley.com

Language: English - Date: 2007-10-05 17:13:10
40Statistical hypothesis testing / Null hypothesis / Statistical significance / Moneyness / Volatility / Normal distribution / Size / Black–Scholes / Statistics / Hypothesis testing / P-value

PDF Document

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Source URL: www.afajof.org

Language: English - Date: 2012-10-26 05:50:28
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