Valuation of options

Results: 189



#Item
41Statistics / Finance / Stochastic processes / Volatility / Stochastic volatility / Black–Scholes / Stochastic differential equation / Brownian motion / Valuation of options / Mathematical finance / Financial economics / Options

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

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:19:34
42Ethics / 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

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

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Source URL: www.bunbury.wa.gov.au

Language: English - Date: 2013-11-14 11:03:53
43Economics / Finance / Stochastic processes / Interest rates / Options / Cox–Ingersoll–Ross model / Yield curve / Bond valuation / Vasicek model / Financial economics / Mathematical finance / Fixed income analysis

Journalof BANKING & ELSEVIER Journal of Banking & Finance720

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Source URL: personal.cityu.edu.hk

Language: English - Date: 2008-10-02 11:44:38
44Financial economics / Climate risk / Valuation / Economics / Environment / Global warming / Finance / Adaptation to global warming

Climate Change Adaptation Options Assessment Developing flexible adaptation pathways for the PeronNaturaliste Coastal Region of Western Australia Prepared for the Peron-Naturaliste Partnership

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Source URL: www.bunbury.wa.gov.au

Language: English - Date: 2013-11-14 11:03:52
45Investment / Put option / Warrant / Call option / Australian Securities Exchange / Exercise / Valuation of options / Strike price / Futures contract / Options / Financial economics / Finance

Understanding Options Trading - Australian Securities Exchange - ASX

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Source URL: www.burrell.com.au

Language: English - Date: 2013-09-12 23:31:12
46Financial economics / Economics / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Risk / Uncertainty / Peak oil / Real options valuation / Mathematical finance / Statistics / Options

Working Paper/Document de travail[removed]The Effects of Oil Price Uncertainty on the Macroeconomy by Soojin Jo

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Source URL: www.bankofcanada.ca

Language: English - Date: 2012-12-18 11:11:22
47Economics / Autoregressive conditional heteroskedasticity / Volatility / Realized variance / Valuation of options / Option / Variance swap / Stochastic volatility / Mathematical finance / Financial economics / Finance

Working Paper/Document de travail[removed]The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation

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Source URL: www.bankofcanada.ca

Language: English - Date: 2012-10-03 11:18:20
48Finance / Investment / Volatility smile / Volatility / Implied volatility / Black–Scholes / Stochastic volatility / Autoregressive conditional heteroskedasticity / Local volatility / Mathematical finance / Financial economics / Options

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

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Source URL: www.optioncity.net

Language: English - Date: 2003-05-23 12:16:18
49Generally Accepted Accounting Principles / Financial accounting / Financial markets / National accounts / Financial statements / Valuation / Intangible asset / Historical cost / Goodwill / Accountancy / Finance / Business

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

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Source URL: www.home.netspeed.com.au

Language: English - Date: 2009-02-14 00:01:57
50Microeconomics / Welfare economics / Business / Lock-in / Sunk costs / Decision making / Economic model / Marginal cost / Real options valuation / Costs / Decision theory / Economics

12 March 2015 “Knee deep in the big muddy”: Escalation of Commitment

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Source URL: www.gresham.ac.uk

Language: English - Date: 2015-03-12 11:29:17
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