'Option payoff' presentation slideshows

Option Pricing Approaches

996 views • 41 slides

Introduction to options

534 views • 39 slides

Derivatives pricing when one cannot borrow at the risk free rate

Derivatives pricing when one cannot borrow at the risk free rate. S. Benaim and D. Kainth, QuaRC, RBS. Derivatives pricing when one cannot borrow at the risk free rate. Disclaimer: The views expressed here are those of the presenters and not necessarily those of RBS.

455 views • 36 slides

15-Option Markets

487 views • 32 slides

Valuation of Financial Options

Valuation of Financial Options. Ahmad Alanani Canadian Undergraduate Mathematics Conference 2005. Topics Covered 1. Introduction 2. Option Payoffs at Expiration 3. The Put-Call Parity 4. Factors that Affect Option Prices 5. The Binomial Model The Tracking Portfolio approach

374 views • 27 slides

Chapter 19 Monte Carlo Valuation

Chapter 19 Monte Carlo Valuation. Monte Carlo Valuation. Simulation of future stock prices and using these simulated prices to compute the discounted expected payoff of an option Draw random numbers from an appropriate distribution

296 views • 20 slides

A Basic Options Review

A Basic Options Review. Options. Right to Buy/Sell a specified asset at a known price on or before a specified date . Call Option - Right to buy Put Option - Right to sell When Option Bought/Sold, Premium is exchanged. Option Specifications.

167 views • 5 slides