'Exercise price' diaporamas de présentation

Option Pricing Theory and Real Option Applications

Option Pricing Theory and Real Option Applications. Aswath Damodaran. What is an option?.

1.64k views • 98 slides

Chapter Objective: This chapter discusses various methods available for the management of transaction exposure facing mu

Management of Transaction Exposure. 8. Chapter Eight. Chapter Objective: This chapter discusses various methods available for the management of transaction exposure facing multinational firms. This chapter ties together chapters 5, 6, and 7. 8- 0. sdfb. Chapter Outline.

798 views • 59 slides

IFRS developments for the shipping sector

869 views • 51 slides

B40.2302 Class #4

B40.2302 Class #4. BM6 chapters 20, 21 Based on slides created by Matthew Will Modified 3/10/2014 by Jeffrey Wurgler. Principles of Corporate Finance Brealey and Myers Sixth Edition. Spotting and Valuing Options. Slides by Matthew Will, Jeffrey Wurgler. Chapter 20.

754 views • 50 slides

CHAPTER NINETEEN

CHAPTER NINETEEN. OPTIONS. TYPES OF OPTION CONTRACTS. WHAT IS AN OPTION? Definition: a type of contract between two investors where one grants the other the right to buy or sell a specific asset in the future

670 views • 50 slides

FX Derivatives

FX Derivatives. 2. FX Options. Options: Brief Review. Terminology Major types of option contracts: - calls gives the holder the right to buy the underlying asset - puts gives the holder the right to sell the underlying asset. The complete definition of an option must specify:

649 views • 36 slides

343 views • 32 slides

Session 3: Options III

Session 3: Options III. C15.0008 Corporate Finance Topics Summer 2006. Outline. Risk Neutral Valuation Options embedded in projects Valuation of real options DCF (decision trees). Risk neutral valuation. What is the expected return on this tree?. 110. 0.6. 100. 0.4. 90.

532 views • 31 slides

Chapter 21

Lecture Presentation Software to accompany Investment Analysis and Portfolio Management Seventh Edition by Frank K. Reilly & Keith C. Brown. Chapter 21. Chapter 21 - An Introduction to Derivative Markets and Securities. Questions to be answered:

606 views • 31 slides

Strategic Insurance Purchasing In The 21 st Century

474 views • 26 slides

Currency Derivatives (or chapter 7)

Currency Derivatives (or chapter 7). Agenda. How forex futures quoted & used for speculation? Futures vs. forwards? How forex options are quoted? Speculate w/ forex options. Distinction b/n buying & writing options? How forex options are valued?. Forex Futures.

411 views • 25 slides

Financial Derivatives

Financial Derivatives. Introduction. Course Objective. Goal: To provide participants with a working knowledge of Derivatives markets Uses of derivatives Pricing of derivatives. Course Method. Pedagogy: Emphasis on practice Lectures Examples Problem set Take-home exam.

442 views • 24 slides

Guidance Note on Accounting for Equity Index and Equity Stock Futures and Options

Guidance Note on Accounting for Equity Index and Equity Stock Futures and Options. Composed By: PRAKASH SOMANI. prakash somani. Derivatives. Types of derivatives instruments:- 1. Futures and forward contracts Equity index futures Equity stock futures 2. Options and Swaps contracts

579 views • 22 slides

An Introduction to Valuation

An Introduction to Valuation. Spring 2001 Aswath Damodaran. Some Initial Thoughts. " One hundred thousand lemmings cannot be wrong" Graffiti. A philosophical basis for Valuation.

503 views • 21 slides

The FEAR Gauge

The FEAR Gauge. An Introduction to the Volatility Index by Amy Ackers. Brief Overview What is the Volatility Index?. Market tool for investors

419 views • 21 slides

Lecture 5: Arrow-Debreu Economy

Lecture 5: Arrow-Debreu Economy. The following topics are covered: Arrow-Debreu securities Pricing Arrow-Debreu securities Optimal portfolios of Arrow Debreu securities How Arrow-Debreu securities differ framework differs from the standard utility maximization? Implications in asset pricing

1.32k views • 19 slides

Currency Futures and Options Markets

Currency Futures and Options Markets. International Finance. Dr. A. DeMaskey. Learning Objectives. What are currency futures contacts? How are they quoted, valued, and used for hedging purposes? How do currency futures differ from currency forwards?

546 views • 19 slides

Stock Options Compensation

Stock Options Compensation. RCJ Chapter 15 (842-854). Key Issues. Intrinsic Value method Fair Value method Grant date Exercise price Vesting period Expiration period Expected life Volatility Repricing Footnote disclosures Pro-forma NI Option activity

525 views • 18 slides

Black-Scholes Option Valuation

Black-Scholes Option Valuation. In order to continue on and use the Black-Scholes Option Valuation model we must assume that: The risk free interest rate is constant over the life of the option

921 views • 13 slides

Currency Options

613 views • 8 slides