'Strike price' diaporamas de présentation

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 ?????????????????????????????? ?????? ????????

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Mean-Reverting Models in Financial and Energy Markets

Mean-Reverting Models in Financial and Energy Markets. Anatoliy Swishchuk Mathematical and Computational Finance Laboratory, Department of Mathematics and Statistics, U of C 5 th North-South Dialog, Edmonton, AB, April 30, 2005. Outline.

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TAIFEX, Your Key to a Bright Future in Taiwan

TAIFEX, Your Key to a Bright Future in Taiwan. Agenda. Overview of TAIFEX TAIEX Options New measures & new products Prospects & future development. Overview of TAIFEX. Milestone of Taiwan Futures Market . 1997.09 Establishment of Taiwan Futures Exchange 1998.07 Listing of TAIEX Futures

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Financial Options & Option Valuation REVISITED

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Financial Markets and Institutions 6th Edition

PowerPoint Slides for:. Financial Markets and Institutions 6th Edition. By Jeff Madura Prepared by David R. Durst The University of Akron. Options Markets. 14. Chapter Objectives. Explain how stock options are used to speculate Explain why stock option premiums vary

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Understanding Options Pricing

Understanding Options Pricing. Steve Meizinger ISE Education. Required Reading.

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BTT( Bino -trinomial Tree )

A Multi-Phase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables. BTT( Bino -trinomial Tree ). A method can reduce nonlinearity error. The nonlinearity occurs at certain critical locations such as a certain point, a price level, or a time point.

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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 )

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Chapter 3

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FUTURES & OPTIONS EMERGING TRENDS Alternate Channel Advisory acadvisory@way2wealth.com

FUTURES & OPTIONS EMERGING TRENDS Alternate Channel Advisory acadvisory@way2wealth.com. DERIVATIVE.

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Hedging Quantity Risks with Standard Power Options in a Competitive Electricity Market

Hedging Quantity Risks with Standard Power Options in a Competitive Electricity Market . Yumi Oum, University of California at Berkeley Shmuel Oren, University of California at Berkeley Shijie Deng, Georgia Institute of Technology Eleventh Annual POWER Research Conference

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Managing Financial Risk for Insurers

Managing Financial Risk for Insurers. Interest Rate Caps Interest Rate Floors. Options on Interest Rates. Last time, we discussed the basics of options Today, we apply our knowledge to options on interest rates These are caps and floors

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FX Options

FX Options. Traded. FX Options. Definition An option is the right but not the obligation to buy (call) or sell (put) a currency at an agreed rate (strike price or exercise price) over a certain period of time. For this right a premium is paid (usually at the start).

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Detecting Insider Trading

June 2, 2008. Detecting Insider Trading. MS&E444 Final Presentation. Manabu Kishimoto Xu Tian Li Xu. Overview. Motivation & Focus Litigation Case Study (CNS Inc.) Detecting Strategy Automation and Optimization Performance Evaluation Conclusion. Motivation & Focus.

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Trade in Sugar: Implication of Potential Liberalisation

Trade in Sugar: Implication of Potential Liberalisation. Commonwealth Familiarization Programme meeting in WTO Olivier Matringe, Economist, Commodities Branch UNCTAD December 2001. Sugar trend. Million of tonnes. Sugar: a dual market with different types of arbitrage.

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Long-Term Performance Incentives for Executives

Long-Term Performance Incentives for Executives. Long-term Performance Incentives Reward Executives for achieving superior long-run performance that provides above average returns to shareholders.

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strips

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MBA201a: Real Options

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Strangle Option (Simultaneously Sell Put & Call)

Strangle Option (Simultaneously Sell Put & Call). Evaluate average profit for day 1-15 of each month. If ( S+delta ) < Q Profit = (K-Q) + Call + Put. +delta. Strike Price (K). Call. +100 . . . +20 +10. Possible call Strike Prices (K) = (S + delta).

423 views • 1 slides