Valuation of options

Results: 189



#Item
161Economics / Capital asset pricing model / Black–Scholes / Beta / Option / Sharpe ratio / Cost of capital / Risk premium / Valuation of options / Mathematical finance / Financial economics / Finance

TNxx-xx: Characteristics of Interest Rate Options

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Source URL: www.bus.lsu.edu

Language: English - Date: 2008-08-07 17:29:31
162Academia / Journal of Competition Law & Economics / United States antitrust law / George Mason Law Review / William Baumol / Berkeley Technology Law Journal / Jerry A. Hausman / Real options valuation / Competition law / Fellows of the Econometric Society / Economics / Law

J. GREGORY SIDAK Criterion Economics, L.L.C[removed]Connecticut Avenue, N.W.

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Source URL: www.criterioneconomics.com

Language: English - Date: 2014-02-11 16:59:59
163Options / Economics / Real options valuation / Black–Scholes / Volatility / Derivative / Futures contract / Valuation / Implied volatility / Financial economics / Mathematical finance / Finance

The Valuation of Multidimensional American Real Options using Computer-based Simulation

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Source URL: www.realoptions.org

Language: English - Date: 2013-03-20 23:44:00
164Options / Mathematical finance / Interest rates / Swaption / Interest rate cap and floor / Interest rate swap / Derivative / Swap / Constant maturity swap / Financial economics / Finance / Economics

THE RELATIVE VALUATION OF CAPS AND SWAPTIONS: THEORY AND EMPIRICAL EVIDENCE

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Source URL: personal.anderson.ucla.edu

Language: English - Date: 2004-06-29 15:00:39
165Statistics / Finance / Stochastic processes / Differential equations / Black–Scholes / Equations / Binomial options pricing model / Stochastic differential equation / Finite difference method / Mathematical finance / Financial economics / Options

NUMERICAL METHODS FOR THE VALUATION OF FINANCIAL DERIVATIVES

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Source URL: users.aims.ac.za

Language: English - Date: 2006-06-10 07:19:12
166Implied volatility / Black–Scholes / Option / Capital asset pricing model / Volatility smile / Volatility / Stochastic volatility / Quantitative analyst / Valuation of options / Mathematical finance / Financial economics / Finance

An introduction to financial econometrics Jianqing Fan Department of Operation Research and Financial Engineering

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Source URL: orfe.princeton.edu

Language: English - Date: 2006-05-02 18:28:08
167Corporate finance / Financial markets / Discounted cash flow / Futures contract / Forward contract / Forward price / Derivative / Valuation / Finance / Financial economics / Economics

Real Options Analysis and the Assumptions of the NPV Rule1 Tom Arnold

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Source URL: www.realoptions.org

Language: English - Date: 2013-03-20 23:40:43
168Finance / Black–Scholes / Optimal control / Risk-neutral measure / Real options valuation / Futures contract / Valuation of options / Financial economics / Mathematical finance / Options

doi:[removed]j.cor[removed]

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Source URL: www.gonzalocortazar.com

Language: English - Date: 2008-05-19 00:19:49
169Investment / Exercise / Call option / Put option / Binomial options pricing model / Moneyness / Strike price / Dividend / Valuation of options / Financial economics / Options / Finance

c16 JWBK140-Chance

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Source URL: www.bus.lsu.edu

Language: English - Date: 2008-05-13 16:40:22
170Mathematical finance / Economics / Binomial options pricing model / Black–Scholes / Moneyness / Valuation of options / Futures contract / Call option / Time value of money / Options / Financial economics / Finance

Understanding N (d1) and N (d2): Risk-Adjusted Probabilities in the Black-Scholes Model 1

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Source URL: www.ltnielsen.com

Language: English - Date: 2010-01-17 21:35:32
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