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...
9 KB (1,186 words) - 06:46, 24 July 2024
Real options valuation, also often termed real options analysis, (ROV or ROA) applies option valuation techniques to capital budgeting decisions. A real...
68 KB (7,135 words) - 14:32, 29 July 2024
In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. Essentially, the model uses...
16 KB (2,061 words) - 16:31, 8 January 2024
these have option-like characteristics. Examples of the first type are warrants, employee stock options, and investments with embedded options such as callable...
44 KB (4,840 words) - 23:41, 29 July 2024
pp.26–27 invest-faq or Law & Valuation for typical size of option contract "Understanding Stock Options" (PDF). The Options Clearing Corporation and CBOE...
52 KB (6,673 words) - 15:04, 22 August 2024
Options (incl. Real options and ESOs) Valuation of options Black–Scholes formula Approximations for American options Barone-Adesi and Whaley Bjerksund and...
69 KB (5,698 words) - 08:33, 15 August 2024
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...
15 KB (1,660 words) - 00:05, 3 April 2023
Mathematical finance (redirect from Mathematics of finance)
spread Credit default swap #Pricing and valuation Options Put–call parity (Arbitrage relationships for options) Intrinsic value, Time value Moneyness Pricing...
23 KB (2,426 words) - 21:17, 30 May 2024
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...
59 KB (8,224 words) - 21:56, 21 August 2024
Finite difference methods for option pricing are numerical methods used in mathematical finance for the valuation of options. Finite difference methods were...
8 KB (887 words) - 08:23, 31 March 2023
in valuation and hedging. The key difference between American and European options relates to when the options can be exercised: A European option may...
18 KB (2,634 words) - 10:24, 14 June 2024
Black–Scholes model (redirect from Black–Scholes options pricing model)
Carlo option model, using simulation in the valuation of options with complicated features Real options analysis Stochastic volatility Although the original...
63 KB (9,359 words) - 05:27, 1 September 2024
Derivative (finance) (section Mechanics and valuation)
option is more frequently discussed. Options valuation is a topic of ongoing research in academic and practical finance. In basic terms, the value of...
89 KB (11,099 words) - 21:04, 30 July 2024
Contingent value rights (category Real options)
valuation, Real options valuation, and Mergers and acquisitions § Business valuation. The second: the CVR takes the form of a modified Asian option....
5 KB (475 words) - 10:54, 22 August 2023
William F. Sharpe (category University of Washington faculty)
analysis, and he contributed to the development of the binomial method for the valuation of options, the gradient method for asset allocation optimization...
11 KB (1,188 words) - 04:33, 20 July 2024
embedded options, the valuation is more difficult and combines option pricing with discounting. Depending on the type of option, the option price as calculated...
18 KB (2,483 words) - 08:07, 17 July 2024
options pricing model, a numerical method for the valuation of options Binomial voting system, a voting system used in the parliamentary elections of...
1 KB (185 words) - 08:51, 31 July 2024
financial options. Employee stock options are commonly viewed as an internal agreement providing the possibility to participate in the share capital of a company...
38 KB (4,794 words) - 21:36, 22 July 2024
theory, methods of engineering, tools of mathematics and the practice of programming. It has also been defined as the application of technical methods...
15 KB (1,513 words) - 22:24, 7 March 2024
Contingent claim (redirect from Contingent claim valuation)
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...
8 KB (871 words) - 15:54, 18 July 2024
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...
6 KB (820 words) - 10:23, 2 December 2021
sensitivity) as the expected value of option payoffs over the range of prices of the underlying. See Valuation of options § Pricing models. The classical...
12 KB (1,076 words) - 08:45, 20 August 2024
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...
10 KB (1,313 words) - 08:58, 9 July 2024
components of interest rate floors. See for example Brigo and Mercurio (2001), who also discuss bond options valuation with different models. "Bond option". Black...
14 KB (1,471 words) - 09:27, 2 April 2024
Mathematician (redirect from History of mathematicians)
corresponding value of derivatives of the stock (see: Valuation of options; Financial modeling). According to the Dictionary of Occupational Titles occupations...
20 KB (2,274 words) - 13:10, 30 August 2024
"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...
10 KB (1,261 words) - 17:39, 8 May 2024
alternative investment Portfolio (finance) Portfolio optimization Real options valuation Return (finance) Interest Interest rate Investment fund Mutual fund...
9 KB (670 words) - 08:29, 28 May 2024
application of the FFT in finance particularly in the Valuation of options was developed by Marcello Minenna. Big FFTs With the explosion of big data in...
63 KB (7,383 words) - 16:01, 26 August 2024
on multi-stage real options – and graphical representation – see Datar–Mathews method for real option valuation. Compound options provide their owners...
4 KB (545 words) - 19:37, 26 December 2023
The fuzzy pay-off method for real option valuation (FPOM or pay-off method) is a method for valuing real options, developed by Mikael Collan, Robert Fullér...
6 KB (938 words) - 07:42, 21 January 2024