Moneyness

Results: 60



#Item
41Finance / Strike price / Securities Exchange Act / Exercise / Moneyness / Order / Binary option / Futures contract / Financial economics / Options / Investment

Notice of Filing of Proposed Rule Change by NYSE Arca, Inc. Amending Its Rules Regarding the Listing of Option Series with $1 Strike Prices

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Source URL: www.sec.gov

Language: English - Date: 2010-12-08 15:16:48
42Financial system / Exercise / Expiration / Strike price / Moneyness / Pin risk / Employee stock option / Financial economics / Options / Finance

SR-BX[removed]Page 31 of 38 EXHIBIT 5 The text of the proposed rule change is below. Proposed new language is

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Source URL: www.sec.gov

Language: English - Date: 2013-10-24 10:03:12
43Investment / Implied volatility / Exercise / Futures contract / Call option / Volatility / Chicago Board Options Exchange / Strike price / Moneyness / Financial economics / Options / Finance

SECURITIES AND EXCHANGE COMMISSION (Release No[removed]; File No. SR-CBOE[removed]September 10, 2007 Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing of a Proposed Rule Chan

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Source URL: www.sec.gov

Language: English - Date: 2007-09-12 14:40:53
44Financial system / Investment / Contract law / Strike price / Securities Exchange Act / Exercise / Moneyness / Binary option / Financial economics / Options / Finance

SECURITIES AND EXCHANGE COMMISSION (Release No[removed]; File No. SR-NYSEAmex[removed]December 8, 2010 Self-Regulatory Organizations; Notice of Filing of Proposed Rule Change by NYSE Amex LLC Amending Its Rules Regard

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Source URL: www.sec.gov

Language: English - Date: 2010-12-08 15:08:22
45Finance / Investment / Volatility smile / Volatility / Implied volatility / Local volatility / Stochastic volatility / Black–Scholes / Moneyness / Financial economics / Mathematical finance / Options

Valuing American options in the presence of user-defined smiles and time-dependent volatility: scenario analysis, model stress and lower-bound pricing applications. Peter J¨ackel∗ Riccardo Rebonato†

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2001-11-15 18:55:32
46Finance / Investment / Implied volatility / Volatility smile / Volatility / VIX / Black–Scholes / Moneyness / Stochastic volatility / Mathematical finance / Financial economics / Options

Microsoft Word - S_M_B_paper_version_1_27_2014

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Source URL: neumann.math.tufts.edu

Language: English - Date: 2014-01-27 11:06:22
47Finance / Investment / Implied volatility / Volatility smile / Volatility / VIX / Black–Scholes / Moneyness / Stochastic volatility / Mathematical finance / Financial economics / Options

Microsoft Word - S_M_B_paper_version_1_27_2014

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Source URL: neumann.math.tufts.edu

Language: English - Date: 2014-01-27 11:06:22
48Financial system / Options strategies / Call option / Exercise / Moneyness / Futures contract / Bull spread / Covered call / Options / Financial economics / Finance

Restivo Long Call Option Strategy This is the main technique for my personal brokerage accounts. Investors are recommended to invest in equities and options with their investment advisor’s help. Long term theoretical p

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Source URL: omeganexusonline.net

Language: English - Date: 2013-07-17 13:57:24
49Finance / Investment / Volatility smile / Volatility / Implied volatility / Local volatility / Stochastic volatility / Black–Scholes / Moneyness / Financial economics / Mathematical finance / Options

Valuing American options in the presence of user-defined smiles and time-dependent volatility: scenario analysis, model stress and lower-bound pricing applications. Peter J¨ackel∗ Riccardo Rebonato†

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Source URL: www.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2011-07-26 17:24:32
50Investment / Mathematical finance / Black–Scholes / Implied volatility / Futures contract / Call option / Moneyness / Risk-neutral measure / Hedge / Financial economics / Options / Finance

Assignable problems for the Concepts and Practice of Mathematical Finance Mark Joshi September 18, 2013 Please note that I have no intention of distributing solutions for these problems. This is to allow those using the

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Source URL: www.markjoshi.com

Language: English - Date: 2013-09-18 02:08:29
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