Moneyness

Results: 60



#Item
51Finance / Investment / Volatility / Implied volatility / Stochastic volatility / Black–Scholes / Valuation of options / Moneyness / Fat-tailed distribution / Mathematical finance / Financial economics / Options

The Finite Moment Log Stable Process and Option Pricing P ETER C ARR and L IUREN W U∗ March 25, 2002; first draft: February 21, 2000

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Source URL: www.bnet.fordham.edu

Language: English - Date: 2009-05-21 17:41:34
52Options / Foreign exchange market / Mathematical finance / Foreign-exchange option / Volatility smile / Moneyness / Currency pair / Implied volatility / Exchange rate / Financial economics / Finance / Economics

The Empirical Robustness of FX Smile Construction Procedures

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Source URL: www.thfinance.de

Language: English - Date: 2009-09-25 03:31:31
53Investment / Exercise / Call option / Put option / Binomial options pricing model / Moneyness / Strike price / Dividend / Valuation of options / Financial economics / Options / Finance

c16 JWBK140-Chance

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Source URL: www.bus.lsu.edu

Language: English - Date: 2008-05-13 16:40:22
54Mathematical finance / Economics / Binomial options pricing model / Black–Scholes / Moneyness / Valuation of options / Futures contract / Call option / Time value of money / Options / Financial economics / Finance

Understanding N (d1) and N (d2): Risk-Adjusted Probabilities in the Black-Scholes Model 1

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Source URL: www.ltnielsen.com

Language: English - Date: 2010-01-17 21:35:32
55Financial system / Employee stock option / Binomial options pricing model / Derivative / Exercise / Valuation of options / Executive pay / Moneyness / Real options valuation / Options / Financial economics / Finance

PDF Document

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Source URL: people.stern.nyu.edu

Language: English - Date: 2003-08-04 22:39:57
56Options / Financial markets / Mathematical finance / Delta neutral / Futures contract / Hedge / Put option / Moneyness / Short / Financial economics / Finance / Investment

PDF Document

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Source URL: www.risklimited.com

Language: English - Date: 2008-04-18 18:16:20
57Cliquet / Binomial options pricing model / Option style / Option / Put option / Exotic option / Rendleman–Bartter model / Moneyness / Options / Financial economics / Finance

PDF Document

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Source URL: www.global-derivatives.com

Language: English - Date: 2005-09-10 03:58:23
58Financial system / Put option / Futures contract / Moneyness / Call option / Exercise / Strike price / Valuation of options / Binomial options pricing model / Options / Financial economics / Finance

PDF Document

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Source URL: www.bus.lsu.edu

Language: English - Date: 2008-07-25 17:28:44
59Investment / Binomial options pricing model / Moneyness / Black–Scholes / Exercise / Call option / Dividend / Futures contract / Valuation of options / Financial economics / Options / Finance

PDF Document

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Source URL: www.bus.lsu.edu

Language: English - Date: 2008-07-24 17:45:17
60Investment / Strike price / Call option / Put option / Valuation of options / Black–Scholes / Put–call parity / Moneyness / Stock option return / Options / Financial economics / Finance

PDF Document

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Source URL: ocw.mit.edu

Language: English - Date: 2013-09-29 08:44:57
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