'European put option' presentation slideshows

Derivatives Seminar

Derivatives Seminar. Judson W. Russell, Ph.D., CFA. CONFIDENTIAL. DRAFT. Use of Derivatives. In general, financial derivatives can be divided into three groups: Risk Management Hedging strategies to limit market exposure Monetization Strategies

806 views • 58 slides

Fi8000 Valuation of Financial Assets

Fi8000 Valuation of Financial Assets. Spring Semester 2010 Dr. Isabel Tkatch Assistant Professor of Finance. Valuation of Options. Arbitrage Restrictions on the Values of Options Quantitative Pricing Models Binomial model A formula in the simple case An algorithm in the general case

702 views • 54 slides

Fi8000 Valuation of Financial Assets

Fi8000 Valuation of Financial Assets. Spring Semester 2010 Dr. Isabel Tkatch Assistant Professor of Finance. Valuation of Options. Arbitrage Restrictions on the Values of Options Quantitative Pricing Models Binomial model A formula in the simple case An algorithm in the general case

687 views • 54 slides

Fi8000 Valuation of Financial Assets

Fi8000 Valuation of Financial Assets. Spring Semester 2010 Dr. Isabel Tkatch Assistant Professor of Finance. Valuation of Options. Arbitrage Restrictions on the Values of Options Quantitative Pricing Models Binomial model A formula in the simple case An algorithm in the general case

586 views • 54 slides

Fi8000 Option Valuation II

Fi8000 Option Valuation II. Milind Shrikhande. Valuation of Options. Arbitrage Restrictions on the Values of Options Quantitative Pricing Models Binomial model A formula in the simple case An algorithm in the general Black-Scholes model (a formula). Binomial Option Pricing Model.

643 views • 50 slides

BASICS OF FINANCIAL RISK MANAGEMENT

BASICS OF FINANCIAL RISK MANAGEMENT. CAS / ARIA Financial Risk Management Seminar -- Denver, CO April, 1999 Rick Gorvett, FCAS, Ph.D. The College of Insurance. BACKGROUND AND MOTIVATION. WHY SHOULD WE STUDY FINANCIAL RISK MANAGEMENT?.

769 views • 48 slides

Introduction to options

534 views • 39 slides

The Greek Letters

The Greek Letters. ILLUSTRATION. The financial institution has sold for $300,000 a European call option on 100,000 shares of a non-dividend-paying stock. S 0 = 49, K = 50, r = 5%, ?= 20%, T = 20 weeks (0.3846 years), ?=13% The Black-Scholes price of the option is about $240,000.

672 views • 32 slides

Options

Chapter 21. Options. A European Call Option gives the holder the right to buy the underlying asset for a prescribed price (exercise/strike price), on a prescribed date (expiry date). A European Put Option

430 views • 22 slides

Some Financial Mathematics

339 views • 20 slides

Volatility Smiles Chapter 18

399 views • 20 slides

Past exam questions

Past exam questions. 723g28 Financial economics 2012. Example : from past exam.

313 views • 20 slides

Derivative Securities Forwards and Options

Derivative Securities Forwards and Options. PERTEMUAN 19-20. 381 Computational Finance. Imperial College London. Topics Covered. Derivatives: Forward Contracts, Options Valuation techniques Option Pricing Models Binomial Option Pricing. Introduction to Derivatives. security

320 views • 19 slides

Lecture # 3

Stocktrak Investment Game Dreivatives: Options etc. Lecture # 3. Relationship Spot Market & Option Market. Option Market Call / Put option. Spot Share Market t = 0. Spot Share Market t = n. Option market links spot market now with

249 views • 14 slides