from equity to options on futures, bond options, swaptions, (i.e. options on swaps), and interest rate cap and floors (effectively options on the interest...
9 KB (1,186 words) - 06:46, 24 July 2024
Real options valuation, also often termed real options analysis, (ROV or ROA) applies option valuation techniques to capital budgeting decisions. A real...
68 KB (7,138 words) - 02:41, 9 September 2024
In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. Essentially, the model uses...
16 KB (2,061 words) - 16:31, 8 January 2024
pp.26–27 invest-faq or Law & Valuation for typical size of option contract "Understanding Stock Options" (PDF). The Options Clearing Corporation and CBOE...
52 KB (6,676 words) - 19:48, 4 October 2024
Options (incl. Real options and ESOs) Valuation of options Black–Scholes formula Approximations for American options Barone-Adesi and Whaley Bjerksund and...
69 KB (5,700 words) - 17:39, 27 September 2024
approaches taken, namely discounted cashflow valuation, relative valuation, and contingent claim valuation. Valuations can be done for assets (for example, investments...
44 KB (4,839 words) - 15:13, 15 September 2024
in valuation and hedging. The key difference between American and European options relates to when the options can be exercised: A European option may...
18 KB (2,634 words) - 10:24, 14 June 2024
application to option pricing was by Phelim Boyle in 1977 (for European options). In 1996, M. Broadie and P. Glasserman showed how to price Asian options by Monte...
15 KB (1,660 words) - 00:05, 3 April 2023
Mathematical finance (redirect from Mathematics of finance)
spread Credit default swap #Pricing and valuation Options Put–call parity (Arbitrage relationships for options) Intrinsic value, Time value Moneyness Pricing...
23 KB (2,426 words) - 21:17, 30 May 2024
embedded options, the valuation is more difficult and combines option pricing with discounting. Depending on the type of option, the option price as calculated...
18 KB (2,483 words) - 08:07, 17 July 2024