Valuation of options

Results: 189



#Item
1Options / Economy / Mathematical finance / Finance / Money / BlackScholes model / Putcall parity / Barrier option / Put option / Lookback option / Forward contract / Valuation of options

Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options Mark Davis, Walter Schachermayer and Robert Tompkins  Financial and Actuarial Mathematics Group Technische Universitat, Vienna, Austria September 1

Add to Reading List

Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-27 08:17:16
2Mathematical analysis / Statistics / Probability / Probability distributions / Mathematical finance / Options / Log-normal distribution / Volatility / Normal distribution / BlackScholes model / Option style / Gamma distribution

A CLOSED FORM APPROACH TO THE VALUATION AND HEDGING OF BASKET AND SPREAD OPTIONS Svetlana Borovkova0 , Ferry J. Permana and Hans v.d. Weide Key words: basket options, spread options, log-normal approximation, closed form

Add to Reading List

Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:20
3Economy / Finance / Money / Options / Mathematical finance / Spreadsheet / Valuation / Binomial options pricing model / Insurance

1 Draft: Life insurance mathematics in discrete time Tom Fischer Darmstadt University of Technology, Germany

Add to Reading List

Source URL: www.statistik-mathematik.uni-wuerzburg.de

Language: English - Date: 2016-01-19 06:55:01
4Economy / Finance / Money / Financial economics / Valuation / Insurance / Replacement value / Option

Our Valuation Options As a full service moving company we are required to offer two options of valuation to our customers: Basic Liability Protection and Full Value Protection. We always recommend full value protection a

Add to Reading List

Source URL: wemovegreen.com

Language: English - Date: 2014-03-02 14:09:59
5Mathematical finance / Options / Volatility smile / Implied volatility / Local volatility / BlackScholes model / Volatility / Stochastic volatility / Valuation of options / Binomial options pricing model / Lattice model

PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHI

Add to Reading List

Source URL: www3.nd.edu

Language: English - Date: 2008-06-18 10:37:34
6Mathematical finance / Options / Volatility smile / Implied volatility / Volatility / Moneyness / BlackScholes model / Stochastic volatility / Valuation of options / Greeks / VIX

EOR_Feb25_2007_chernov.dvi

Add to Reading List

Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-27 08:15:06
7Mathematical finance / Options / Quantitative analyst / BlackScholes model / Stochastic volatility / Volatility / Valuation of options / Volatility smile / Certificate in Quantitative Finance

Microsoft PowerPoint - Copy (2) of Organgram.pptx

Add to Reading List

Source URL: www.msfinance.ch

Language: English - Date: 2011-05-03 10:54:40
8

Valuation of wind energy projects: A real options approach Luis M. Abadie Basque Centre for Climate Change (BC3) Alameda Urquijo 4, 4o 48008, Bilbao, Spain

Add to Reading List

Source URL: www.realoptions.org

Language: English - Date: 2013-04-15 00:28:33
    9Investment / Call option / Valuation of options / Futures contract / Exercise / Strike price / Derivative / Expiration / Black–Scholes / Financial economics / Options / Finance

    International Real Estate Society Conference, 1999 Co-Sponsers: Pacific Rim Real Estate Society (PRRES) and Asian Real Estate Society (AsRES) Kuala Lumpur, 26-30 January 1999

    Add to Reading List

    Source URL: www.prres.net

    Language: English - Date: 2012-09-18 03:33:09
    10Options / Real options valuation / Economic model / Labour economics / Shock / Macroeconomics / Fellows of the Econometric Society / Economics / Economic theories / Corporate finance

    Review of Economic Studies, 391–415 c 2007 The Review of Economic Studies Limited  $02.00

    Add to Reading List

    Source URL: web.stanford.edu

    Language: English
    UPDATE