Valuation of options - PDFSEARCH.IO - Document Search Engine

Valuation of options
Results: 189

#	Item
41	STOCHASTIC VOLATILITY AND OPTION PRICING Daniel Dufresne Centre for Actuarial Studies University of Melbourne NovemberTo appear in “Risks and Rewards”, the Society of Actuaries’ Investment Section Newsletter Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:19:34 Statistics Finance Stochastic processes Volatility Stochastic volatility Black–Scholes Stochastic differential equation Brownian motion Valuation of options Mathematical finance Financial economics Options
42	Climate Change Adaptation Options Assessment – Executive Summary Developing flexible adaptation options for the PeronNaturaliste Coastal region of Western Australian Prepared for the Peron-Naturaliste Partnership Add to Reading List Source URL: www.bunbury.wa.gov.au Language: English - Date: 2013-11-14 11:03:53 Ethics Adaptation to global warming Financial economics Intergovernmental Panel on Climate Change Valuation Risk Climate risk Investment IPCC Third Assessment Report Climate change Global warming Finance
43	Journalof BANKING & ELSEVIER Journal of Banking & Finance720 Add to Reading List Source URL: personal.cityu.edu.hk Language: English - Date: 2008-10-02 11:44:38 Economics Finance Stochastic processes Interest rates Options Cox–Ingersoll–Ross model Yield curve Bond valuation Vasicek model Financial economics Mathematical finance Fixed income analysis
44	Climate Change Adaptation Options Assessment Developing flexible adaptation pathways for the PeronNaturaliste Coastal Region of Western Australia Prepared for the Peron-Naturaliste Partnership Add to Reading List Source URL: www.bunbury.wa.gov.au Language: English - Date: 2013-11-14 11:03:52 Financial economics Climate risk Valuation Economics Environment Global warming Finance Adaptation to global warming
45	Understanding Options Trading - Australian Securities Exchange - ASX Add to Reading List Source URL: www.burrell.com.au Language: English - Date: 2013-09-12 23:31:12 Investment Put option Warrant Call option Australian Securities Exchange Exercise Valuation of options Strike price Futures contract Options Financial economics Finance
46	Working Paper/Document de travail[removed]The Effects of Oil Price Uncertainty on the Macroeconomy by Soojin Jo Add to Reading List Source URL: www.bankofcanada.ca Language: English - Date: 2012-12-18 11:11:22 Financial economics Economics Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Risk Uncertainty Peak oil Real options valuation Mathematical finance Statistics Options
47	Working Paper/Document de travail[removed]The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation Add to Reading List Source URL: www.bankofcanada.ca Language: English - Date: 2012-10-03 11:18:20 Economics Autoregressive conditional heteroskedasticity Volatility Realized variance Valuation of options Option Variance swap Stochastic volatility Mathematical finance Financial economics Finance
48	Option Valuation under Stochastic Volatility With Mathematica Code Copyright µ 2000 by Alan L. Lewis All rights reserved. Except for the quotation of short passages for the purposes of criticism and review, no part of t Add to Reading List Source URL: www.optioncity.net Language: English - Date: 2003-05-23 12:16:18 Finance Investment Volatility smile Volatility Implied volatility Black–Scholes Stochastic volatility Autoregressive conditional heteroskedasticity Local volatility Mathematical finance Financial economics Options
49	Recognizing knowledge capital in the private and public sectors Ian McAuley, University of Canberra and Center for Policy Developm ent, Septem ber[removed]The problem and options Add to Reading List Source URL: www.home.netspeed.com.au Language: English - Date: 2009-02-14 00:01:57 Generally Accepted Accounting Principles Financial accounting Financial markets National accounts Financial statements Valuation Intangible asset Historical cost Goodwill Accountancy Finance Business
50	12 March 2015 “Knee deep in the big muddy”: Escalation of Commitment Add to Reading List Source URL: www.gresham.ac.uk Language: English - Date: 2015-03-12 11:29:17 Microeconomics Welfare economics Business Lock-in Sunk costs Decision making Economic model Marginal cost Real options valuation Costs Decision theory Economics