from equity to options on futures, bond options, swaptions, (i.e. options on swaps), and interest rate cap and floors (effectively options on the interest...

Real options valuation, also often termed real options analysis, (ROV or ROA) applies option valuation techniques to capital budgeting decisions. A real...

In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. Essentially, the model uses...

pp.26–27 invest-faq or Law & Valuation for typical size of option contract "Understanding Stock Options" (PDF). The Options Clearing Corporation and CBOE...

application to option pricing was by Phelim Boyle in 1977 (for European options). In 1996, M. Broadie and P. Glasserman showed how to price Asian options by Monte...

Options (incl. Real options and ESOs) Valuation of options Black–Scholes formula Approximations for American options Barone-Adesi and Whaley Bjerksund and...

financial options, via a real options framework. In general, equity may be viewed as a call option on the firm, and this allows for the valuation of troubled...

approaches taken, namely discounted cashflow valuation, relative valuation, and contingent claim valuation. Valuations can be done for assets (for example, investments...

spread Credit default swap #Pricing and valuation Options Put–call parity (Arbitrage relationships for options) Intrinsic value, Time value Moneyness Pricing...

in valuation and hedging. The key difference between American and European options relates to when the options can be exercised: A European option may...

Carlo option model, using simulation in the valuation of options with complicated features Real options analysis Stochastic volatility Although the original...

Finite difference methods for option pricing are numerical methods used in mathematical finance for the valuation of options. Finite difference methods were...

option is more frequently discussed. Options valuation is a topic of ongoing research in academic and practical finance. In basic terms, the value of...

embedded options, the valuation is more difficult and combines option pricing with discounting. Depending on the type of option, the option price as calculated...

options pricing model, a numerical method for the valuation of options Binomial voting system, a voting system used in the parliamentary elections of...

analysis, and he contributed to the development of the binomial method for the valuation of options, the gradient method for asset allocation optimization...

financial options. Employee stock options are commonly viewed as an internal agreement providing the possibility to participate in the share capital of a company...

theory, methods of engineering, tools of mathematics and the practice of programming. It has also been defined as the application of technical methods...

sensitivity) as the expected value of option payoffs over the range of prices of the underlying. See Valuation of options § Pricing models. The classical...

valuation, Real options valuation, and Mergers and acquisitions § Business valuation. The second: the CVR takes the form of a modified Asian option....

finance as a valuation framework. This approach originates with Robert C. Merton, decomposing the value of a corporate into a set of options in his "Merton...

valuation is a way of expressing the value of a company after an investment has been made. This value is equal to the sum of the pre-money valuation and...

relies on option pricing models (e.g. Black–Scholes) for stock options to achieve a valuation of a given intellectual property asset. In these cases, patents...

"Pre-money valuation" is a term widely used in the private equity and venture capital industries. It refers to the valuation of a company or asset prior...

finance including the valuation of options and financial risk management. She is a professor of statistics in the Department of Decision Sciences at HEC...

communication systems. An original application of the FFT in finance particularly in the Valuation of options was developed by Marcello Minenna. Despite its...

components of interest rate floors. See for example Brigo and Mercurio (2001), who also discuss bond options valuation with different models. "Bond option". Black...

corresponding value of derivatives of the stock (see: Valuation of options; Financial modeling). According to the Dictionary of Occupational Titles occupations...

press. Cox, J. C.; Ross, S. A. (1976). "The valuation of options for alternative stochastic processes". Journal of Financial Economics. 3 (1–2): 145–166. CiteSeerX 10...

developments; see Valuation of options § Post crisis: (i) Option pricing and hedging inhere the relevant volatility surface - to some extent, equity-option prices...