1 / 16

Various Approaches to Options Pricing

Various Approaches to Options Pricing. Robert Goldberg. Option Price vs Valuation. Price. Valuation. Finding that Price.

kimo
Download Presentation

Various Approaches to Options Pricing

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Various Approaches to Options Pricing Robert Goldberg

  2. Option Price vs Valuation Price Valuation

  3. Finding that Price EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF

  4. Finding that Price EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF RUB TRY ILS EUR GBP CZK SKK PLN HUF PRICE

  5. Approaches to Pricing Options • Historical Prices • Indicative Prices • Live Prices

  6. Historical Prices Internet Historical Options Prices

  7. Historical Prices Internet Exchanges Historical Options Prices

  8. Historical Prices Internet Exchanges Financial Data Vendors e.g. SuperDerivatives Historical Options Prices

  9. Historical Prices Internet Exchanges Financial Data Vendors e.g. SuperDerivatives Brokers Historical Options Prices

  10. Indicative Prices

  11. Live Prices

  12. EXCHANGES ADVANTAGES DISADVANTAGES Multiple Participants Standardised Format Anonymous Access Clearer Relationship Required Restricted Contracts

  13. BANKS ADVANTAGES DISADVANTAGES Relationship Required Bank may know your direction You may give away direction High Liquidity Single Bank Platforms

  14. BROKERS ADVANTAGES DISADVANTAGES Slow in fast market Expensive Credit Issues Tight prices Anonymous

  15. MULT-BANK PLATFORMS ADVANTAGES No OTC restrictions Tight prices Aggregation with Stack of Prices Options Prices are Instant. No Credit Issues Anonymous Trading and Price Discovery

  16. So What is My Option Price?

More Related