Options spread

Results: 131



#Item
1Mathematical optimization / Mathematical finance / Dynamic programming / Optimal stopping / Calpine / Statistics / Applied mathematics

Spread Options Optimal Switching Extensions The Real Option Approach to Plant Valuation: from Spread Options to Optimal Switching

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:16
2Mathematical finance / Economy / Options / Finance / Money / Cointegration / Futures contract / Derivative / Mean reversion / Spread option / Calendar spread / OrnsteinUhlenbeck process

Microsoft Word - SpreadOption-conference1-tk.doc

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:46:57
3Mathematical 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

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:20
4Mathematical finance / Economy / Finance / Money / BlackScholes model / Risk-neutral measure / Forward contract / Forward price / Futures contract / Numraire / Forward measure

Energy Spot Price Models and Spread Options Pricing Samuel Hikspoors and Sebastian Jaimungal ∗ a

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:18
5Mathematical finance / Options / Econometrics / Financial markets / Cointegration / Time series analysis / Futures contract / Mean reversion / Derivative / Spread option / Calendar spread / OrnsteinUhlenbeck process

Microsoft Word - SpreadOption-conference1-tk.doc

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:17
6Options / Options spread / Iron condor / Box spread / Put option / Margin / Butterfly / Iron butterfly / Short / Futures contract / Call option / Exercise

Federal Register / Vol. 77, NoWednesday, September 5, Notices investment manager for the relevant Underlying FT Fund, (3) each of the FT

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Source URL: cdn.batstrading.com

Language: English - Date: 2015-03-20 17:11:04
7Options / Spread option

Spread Options as Compound Exchange Options: Application to American Crack Spreads Carol Alexander and

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:46:55
8Options / Put option / Call option / Covered call / Exercise / Strike price / Short / Putcall parity / Moneyness / Bear spread / Naked put

Beyond the Covered Call Enhancing a Covered Call Strategy with Cash-Secured Puts Kurt Nye, CFA Lead Portfolio Manager

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Source URL: www.optionseducation.org

Language: English - Date: 2016-08-14 08:03:56
9

HRSW Calendar Spread Options (CSOs) MGEX CSO type Consecutive CSO Annual CSO Annual CSO Non-Consecutive CSO

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Source URL: www.mgex.com

- Date: 2015-10-06 11:19:56
    10Economy / Finance / Money / Individual retirement account / Individual Retirement Accounts / Short / Provisional Irish Republican Army / Options spread / Bank / Securities Investor Protection Corporation / Security / Self-directed IRA

    PDF Document

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    Source URL: content.etrade.com

    Language: English - Date: 2014-08-26 19:22:28
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