Valuation of options

Results: 189



#Item
71Finance / Investment / Put option / Futures contract / Option style / Black–Scholes / Risk-neutral measure / Option / Valuation of options / Financial economics / Options / Mathematical finance

The British Russian Option

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-26 00:16:32
72Finance / Prior probability / Real options valuation / Economic model / Risk-neutral measure / Financial economics / Mathematical finance / Options

Exotic Options in Multiple Priors Models Tatjana Chudjakow Institute of Mathematical Economics, Bielefeld University Bachelier Finance Society

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-23 16:35:26
73Economics / Investment / Stochastic processes / Options / Lookback option / Risk-neutral measure / Valuation / Semimartingale / Black–Scholes / Financial economics / Finance / Mathematical finance

The model Analysis of Fourier Transform Valuation Formulas and Applications Valuation

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 10:26:13
74Valuation / Algebra / Differential geometry / Representation theory / Operator theory / Symbol / Μ operator / Abstract algebra / Algebraic geometry / Field theory

Forward Indifference Valuation of American Options

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 10:40:43
75Contract law / Fast Fourier transform / Valuation of options / Economics / Applied mathematics / Mathematics / Options / Mathematical finance / Investment

Fast Pricing and Calculation of Sensitivities of OTM European Options Under L´evy Processes Sergei Levendorski˘i Jiayao Xie

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 15:12:23
76Finance / Investment / Greeks / Implied volatility / Black–Scholes / Volatility smile / Foreign-exchange option / Valuation of options / Volatility / Financial economics / Options / Mathematical finance

Espen Gaarder Haug THE COLLECTOR: Know Your Weapon Part 1

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Source URL: www.wilmott.com

Language: English - Date: 2005-05-27 13:44:00
77Employment compensation / Stock market / Options / Fundamental analysis / Mathematical finance / Executive pay / Employee stock option / Intrinsic value / Equity value / Finance / Financial economics / Business

Equity Valuation Terminology in Executive Compensation By Malak Kazan, CECP, GPHR, GRP, Completed Level 1 of CEP program through CEPI at Santa Clara University Senior Associate INTRODUCTION With various accounting standa

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Source URL: downloads.erieri.com.s3.amazonaws.com

Language: English - Date: 2014-03-17 12:46:58
78Economics / Volatility / Capital asset pricing model / Stochastic volatility / Eric Ghysels / Valuation of options / Black–Scholes / Option / Skewness risk / Mathematical finance / Financial economics / Finance

Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk

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Source URL: www.econstor.eu

Language: English - Date: 2014-09-08 10:22:52
79Finance / Investment / Implied volatility / Volatility smile / Option style / Warrant / Option / Valuation of options / Volatility / Financial economics / Options / Mathematical finance

Real-Time Market Valuation of Options Based on Web Mining and Neurosimulation

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Source URL: is2.lse.ac.uk

Language: English - Date: 2007-05-15 09:36:52
80Economics / Volatility / Capital asset pricing model / Stochastic volatility / Eric Ghysels / Valuation of options / Black–Scholes / Option / Skewness risk / Mathematical finance / Financial economics / Finance

Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk

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Source URL: www.econstor.eu

Language: English - Date: 2014-09-08 10:22:52
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