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The top documents tagged [underlying price]
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underlying price
TARP Warrant Valuations
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Derivatives lecture1& 2-introduction
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Derivative market in nepal
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Monte Carlo Simulation Of Heston Model In Matlab(1)
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kellogg Q3 2007 Earnings Release
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kellogg kellogg Q1 2008 Earnings Release
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Options pricing2
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Option pricing/Leasing contract. The Binomial Option Pricing Model (BOPM) option valuation We begin with a single period. Finding the risk neutral probability.
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Lecture 22: Other Derivatives. Option Parameters Delta: Partial derivative of option price with respect to underlying price: ∂C/∂S Gamma: Second partial.
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Introduction to Barrier Options John A. Dobelman, MBPM, PhD October 5, 2006 PROS Revenue Management.
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Expiration Week Plays Most options expire on the third Friday of each month (other than weeklies) There is a tendency for options to dramatically.
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Real options Part of material is borrowed from Aswath Damodaran’s website.
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