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Valuation of options

  • Differences Between Financial Options and Real Options

    Differences Between Financial Options and Real Options

  • Valuation of Stock Options

    Valuation of Stock Options

  • Modeling the Steel Price for Valuation of Real Options and Scenario Simulation

    Modeling the Steel Price for Valuation of Real Options and Scenario Simulation

  • The Promise and Peril of Real Options

    The Promise and Peril of Real Options

  • Negative Rates in Derivatives Pricing. Theory and Practice Agustín Pineda

    Negative Rates in Derivatives Pricing. Theory and Practice Agustín Pineda

  • Numerical Valuation of European and American Options Under Kou's

    Numerical Valuation of European and American Options Under Kou's

  • The Valuation of Volatility Options

    The Valuation of Volatility Options

  • Chapter 21 . Options

    Chapter 21 . Options

  • Download Download

    Download Download

  • Annual Report 2014

    Annual Report 2014

  • Option Prices and Pricing Theory: Combining Financial Mathematics with Statistical Modeling

    Option Prices and Pricing Theory: Combining Financial Mathematics with Statistical Modeling

  • Numerical Methods for the Valuation of Financial Derivatives

    Numerical Methods for the Valuation of Financial Derivatives

  • Delta and Gamma for Chooser Options

    Delta and Gamma for Chooser Options

  • Option Valuation

    Option Valuation

  • Recombining Trinomial Tree for Real Option Valuation with Changing Volatility

    Recombining Trinomial Tree for Real Option Valuation with Changing Volatility

  • Do Option Markets Correctly Price the Probabilities of Movement of The

    Do Option Markets Correctly Price the Probabilities of Movement of The

  • Option Pricing Theory and Models

    Option Pricing Theory and Models

  • PRICING OPTIONS UNDER JUMP-DIFFUSION PROCESSES By

    PRICING OPTIONS UNDER JUMP-DIFFUSION PROCESSES By

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  • Blanas G., Pavlou N. & Golemis P., Analysis of the Application of The
  • American Call Options Under Jump-Diffusion Processes - a Fourier Transform Approach
  • Pricing Financial Derivatives Using Stochastic Calculus a Thesis
  • Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate Regimes
  • CHAPTER 5 REAL OPTION VALUATION the Essence of Real
  • Essays on the Valuation of Commodity Derivatives
  • Pricing of Exotic Options Under the Kou Model by Using the Laplace Transform
  • A Jump-Diffusion Model for Option Pricing
  • MITI White Paper – ESO Fair Value Case Study ©Montgomery Investment Technology, Inc
  • Modeling, Pricing and Hedging of Assets and Derivatives
  • A Lattice Framework for Option Pricing with Two State Variables
  • MASTER THESIS in MATHEMATICS / APPLIED MATHEMATICS Hedging Interest Rate Derivatives (Evidence from Swaptions) in a Negative
  • The Pricing of Swaptions and Caps Under the Gaussian Model of Interest Rate
  • Application of the Option Market Paradigm to the Solution of Insurance Problems --Discussion
  • PRICING and HEDGING SPREAD OPTIONS Whether the Motivation Comes from Speculation, Basis Risk Mitigation, Or Even Asset Valuation
  • A New Approach for the Black–Scholes Model with Linear and Nonlinear Volatilities
  • 15.401 Finance Theory I, Options
  • Option Pricing Models and Related Empirics


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