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...

these have option-like characteristics. Examples of the first type are warrants, employee stock options, and investments with embedded options such as callable...

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

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

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...

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

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...

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

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...

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

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

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

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...

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...

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...

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

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...

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...

"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...

alternative investment Portfolio (finance) Portfolio optimization Real options valuation Return (finance) Interest Interest rate Investment fund Mutual fund...

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...

on multi-stage real options – and graphical representation – see Datar–Mathews method for real option valuation. Compound options provide their owners...

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...