The top documents tagged [option prices]

Derivatives
Economy & Finance Derivatives

196 views

© 2003 The McGraw-Hill Companies, Inc. All rights reserved. Options and Corporate Finance Chapter Fourteen
Documents © 2003 The McGraw-Hill Companies, Inc. All rights reserved. Options and Corporate Finance Chapter Fourteen

221 views

2008 K-State Risk Assessed Marketing Workshops Grain Marketing Basics: Cash Grain Basis, Forward Contracts, Futures & Options Dr. Daniel M. OBrien Extension
Documents 2008 K-State Risk Assessed Marketing Workshops Grain Marketing Basics: Cash Grain Basis, Forward Contracts, Futures & Options Dr. Daniel M. OBrien Extension

214 views

1 Using Stochastic Models in Risk and Capital Management in Life Assurance Tuesday 5 th April 2005 Craig Turnbull
Documents 1 Using Stochastic Models in Risk and Capital Management in Life Assurance Tuesday 5 th April 2005 Craig Turnbull

215 views

13 th Nov, 2007Kings College, London Break Even Volatilities Dr Bruno Dupire Dr Arun Verma Quantitative Research, Bloomberg LP
Documents 13 th Nov, 2007Kings College, London Break Even Volatilities Dr Bruno Dupire Dr Arun Verma Quantitative Research, Bloomberg LP

237 views

Practical model calibration Michael Boguslavsky, ABN-AMRO Global Equity Derivatives Presented at RISK workshop, New York, September 20-21, 2004
Documents Practical model calibration Michael Boguslavsky, ABN-AMRO Global Equity Derivatives Presented at RISK workshop, New York, September 20-21, 2004

215 views

SUMMER RESEARCH PROJECT DANIEL GUETTA with PROF. PAUL GLASSERMAN Detecting Bubbles Using Option Prices
Documents SUMMER RESEARCH PROJECT DANIEL GUETTA with PROF. PAUL GLASSERMAN Detecting Bubbles Using Option Prices

215 views

Bounding Option Prices Using Semidefinite Programming S ACHIN J AYASWAL Department of Management Sciences University of Waterloo, Canada Project work for
Documents Bounding Option Prices Using Semidefinite Programming S ACHIN J AYASWAL Department of Management Sciences University of Waterloo, Canada Project work for

216 views

Lecture 21: Options Markets. Options With options, one pays money to have a choice in the future Essence of options is not that I buy the ability to vacillate,
Documents Lecture 21: Options Markets. Options With options, one pays money to have a choice in the future Essence of options is not that I buy the ability to vacillate,

214 views

Volatility indices, volatility forecasting, Granger causality
Business Volatility indices, volatility forecasting, Granger causality

3.153 views

Yatchew a. Semiparametric Regression for the Applied Econometrician (CUP, 2003)(ISBN 0521812836)(235s)_GL
Documents Yatchew a. Semiparametric Regression for the Applied Econometrician (CUP, 2003)(ISBN 0521812836)(235s)_GL

180 views

Ezzahti, Ali -The Accuracy of the Black Scholes Model in Pricing AEX Index Call Options, Literature and Emperical Study
Documents Ezzahti, Ali -The Accuracy of the Black Scholes Model in Pricing AEX Index Call Options, Literature and Emperical Study

70 views