'Price options' presentation slideshows

The Math and Magic of Financial Derivatives

The Math and Magic of Financial Derivatives. Klaus Volpert, PhD Villanova University February 4, 2013. Derivatives are controversial . Influential proponents include Alan Greenspan : ( chairman of the Federal Reserve 1987-2006 ).

461 views • 30 slides

Lecture 2: Option Theory

Lecture 2: Option Theory. How To Price Options. The critical factor when trading in options, is determining a fair price for the option. The binomial model for option pricing. Computes the value of a call option

426 views • 27 slides

Chapter 7: Beyond Black-Scholes

Chapter 7: Beyond Black-Scholes. Black-Scholes Model for vanilla options. Implied volatility and volatility smile. Implied volatility Volatility smile. Continued. Improved models. Local volatility model Stochastic volatility model Jump diffusion model

1.04k views • 26 slides

Welcome to Course Name/Number

Use Your Required Materials and Own Your Grade. Welcome to Course Name/Number. Use Your Required Materials and Own Your Grade. Larson, Precalculus: A Concise Course 2e is your required textbook. You can get a better grade by using these course materials.

85 views • 3 slides

Re-Pricing Underwater Stock Options

135 views • 1 slides