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Valuation of options
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1	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 Options Economy Mathematical finance Finance Money BlackScholes model Putcall parity Barrier option Put option Lookback option Forward contract Valuation of options
2	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 Mathematical analysis Statistics Probability Probability distributions Mathematical finance Options Log-normal distribution Volatility Normal distribution BlackScholes model Option style Gamma distribution
3	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 Economy Finance Money Options Mathematical finance Spreadsheet Valuation Binomial options pricing model Insurance
4	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 Economy Finance Money Financial economics Valuation Insurance Replacement value Option
5	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 Mathematical finance Options Volatility smile Implied volatility Local volatility BlackScholes model Volatility Stochastic volatility Valuation of options Binomial options pricing model Lattice model
6	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 Mathematical finance Options Volatility smile Implied volatility Volatility Moneyness BlackScholes model Stochastic volatility Valuation of options Greeks VIX
7	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 Mathematical finance Options Quantitative analyst BlackScholes model Stochastic volatility Volatility Valuation of options Volatility smile Certificate in Quantitative Finance
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
9	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 Investment Call option Valuation of options Futures contract Exercise Strike price Derivative Expiration Black–Scholes Financial economics Options Finance
10	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 Options Real options valuation Economic model Labour economics Shock Macroeconomics Fellows of the Econometric Society Economics Economic theories Corporate finance