'Option life' presentation slideshows

MGT 821/ECON 873 Exotic Options

MGT 821/ECON 873 Exotic Options. Package Nonstandard American options Forward start options Compound options Chooser options Barrier options. Binary options Lookback options Shout options Asian options Options to exchange one asset for another Options involving several assets

682 views • 32 slides

Mechanics of Options Markets Chapter 8

Mechanics of Options Markets Chapter 8. Types of Options. A call is an option to buy A put is an option to sell A European option can be exercised only at the end of its life An American option can be exercised at any time. Option Positions. Long call Long put Short call Short put.

304 views • 22 slides

Option Pricing Model

Option Pricing Model. Stephen Yan-leung Cheung Professor of Finance (Chair) Department of Economics and Finance City University of Hong Kong March 1, 2001. Two Main Pricing Models. Black-Scholes Model Binomial Model. 1. Black-Scholes Model. Option value is a function of: Stock price

408 views • 16 slides

Option Pricing Model

Option Pricing Model. Stephen Yan-leung Cheung Professor of Finance (Chair) Department of Economics and Finance City University of Hong Kong March 1, 2001. Two Main Pricing Models. Black-Scholes Model Binomial Model. 1. Black-Scholes Model. Option value is a function of: Stock price

330 views • 16 slides

620 views • 13 slides