'Call option' diaporamas de présentation

Call Option

Call Option. London Stock Exchange - MTS.

1.85k views • 167 slides

A derivative is an instrument whose value depends on the values of other more basic underlying variables ???????????? ?

A derivative is an instrument whose value depends on the values of other more basic underlying variables ???????????? ? 1. ??? ?? ??? n ??????????????? ????????? n ??????????????? ????????? ??7-11???????????????????. 2. ???????? n ?????????????????????????????? ?????? ????????

1.71k views • 154 slides

1.34k views • 104 slides

Risk Management & Real Options X. Financial Options Analysis

961 views • 67 slides

899 views • 67 slides

Options: the basics

Options: the basics. Content. What is option? Terminology No arbitrage Pricing Options The Binomial Option Pricing Model The Black-Scholes Model. Why do we study options?. The underlying concern: Happiness = U(C now ,C future )

536 views • 34 slides

FIN 40500: International Finance

FIN 40500: International Finance. Forwards, Futures and Options. Derivative Securities vs. Stocks/Bonds. Derivative securities on the other hand represent contracts that designate future transactions. Stocks and Bonds represent claims to specific future cash flows.

522 views • 34 slides

Finance Financial Options

1.09k views • 27 slides

CPS 173 Securities & Expressive Securities Markets

CPS 173 Securities & Expressive Securities Markets. Vincent Conitzer conitzer@cs.duke.edu. Call options. A (European) call option C(S, k, t) gives you the right to buy stock S at ( strike ) price k on ( expiry ) date t American call option can be exercised early

426 views • 27 slides

Chapter 22 Exotic Options: II

Chapter 22 Exotic Options: II. Outline. Simple options that are used to build more complex ones Simple all-or-nothing options All-or-nothing barrier options Multivariate options Quantos (equity-linked forwards) Currency-linked options Rainbow options

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The Generalized extreme value (GEV) distribution, the implied tail index and option pricing

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Foreign Exchange Market

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CHAPTER 8 Financial Options and Their Valuation

CHAPTER 8 Financial Options and Their Valuation. Financial options Black-Scholes Option Pricing Model. What is a financial option?.

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Applied Research in Financial Reporting: Text and Cases

Applied Research in Financial Reporting: Text and Cases . Chapter 5 Issue-Based Accounting Research. Chapter issues. A General Framework for Applied Accounting Research Contemporary Accounting Research Models Focus on Capital Markets Research Models in this Chapter.

835 views • 21 slides

392 views • 20 slides

The Monte Carlo Method Part 2 with maple programming

The Monte Carlo Method Part 2 with maple programming. By: Joe Casey. Review . T he Monte Carlo method solves a problem by directly simulating the underlying (physical) process and then calculating the (average) result of the process. 1. Draw a random number

897 views • 18 slides

F. MAYER IMPORTS : HEDGING FOREIGN CURRENCY RISK

F. MAYER IMPORTS : HEDGING FOREIGN CURRENCY RISK. Pearson Deaton Kevin Grant Rafi Goldman Paulina Nowak. Agenda. Introduction Company overview EX Risk Hedging Possibilities Conclusion. F. Mayer Imports. Private company created in 1957 by Fredrick Mayer

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Risk Management & Real Options Interlude The Link to Financial Options and Black-Scholes

399 views • 16 slides

FINANCIAL ENGINEERING: DERIVATIVES AND RISK MANAGEMENT (J. Wiley, 2001) K. Cuthbertson and D. Nitzsche

1/9/2001. FINANCIAL ENGINEERING: DERIVATIVES AND RISK MANAGEMENT (J. Wiley, 2001) K. Cuthbertson and D. Nitzsche. LECTURE Dynamic Hedging and the Greeks. Topics. Dynamic (Delta) Hedging The Greeks BOPM and the Greeks. Dynamic Hedging. Dynamic (Delta) Hedging.

459 views • 16 slides

Figure 17.1. Payoff diagram for a forward contract, a plain vanilla call option, and a cash or nothng digital option

Figure 17.1. Payoff diagram for a forward contract, a plain vanilla call option, and a cash or nothng digital option. Figure 17.2. Price of cash or nothing digital call as a function of time to maturity and price of the dollar. Figure 17.3. Graph of down-and-out barrier call.

1.51k views • 10 slides