DOCSLIB.ORG
Explore
Sign Up
Log In
Upload
Search
Home
» Tags
» Valuation of options
Valuation of options
Differences Between Financial Options and Real Options
Valuation of Stock Options
Modeling the Steel Price for Valuation of Real Options and Scenario Simulation
The Promise and Peril of Real Options
Negative Rates in Derivatives Pricing. Theory and Practice Agustín Pineda
Numerical Valuation of European and American Options Under Kou's
The Valuation of Volatility Options
Chapter 21 . Options
Download Download
Annual Report 2014
Option Prices and Pricing Theory: Combining Financial Mathematics with Statistical Modeling
Numerical Methods for the Valuation of Financial Derivatives
Delta and Gamma for Chooser Options
Option Valuation
Recombining Trinomial Tree for Real Option Valuation with Changing Volatility
Do Option Markets Correctly Price the Probabilities of Movement of The
Option Pricing Theory and Models
PRICING OPTIONS UNDER JUMP-DIFFUSION PROCESSES By
Top View
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
The SABR Model Calibrated for Swaption’S Volatility Smile
Options and Futures: a Tutorial
An Empirical Analysis of Option Valuation Techniques Using Stock
Appendix a Financial Derivatives
Real Options Modeling and Valuation of Price Adjustment Flexibility with an Application to the Leasing Industry
Energy Derivatives
Lattice Methods for the Valuation of Options with Regime Switching
VALUATION of OPTIONS This Writeup Describes the Basic Process for Valuing Non-Marketable Options. Assumed Are the Following
Option Pricing in Interest Rate Derivatives a Thesis Submitted to the Graduate School of Applied Mathematics of Middle East Tech
“Black-Scholes-Merton Approach – Merits and Shortcomings” Emilia Matei 1005056
Real Options – Realistic Valuation
Option Valuation
Option Pricing Bounds of Value for Option Prices
2015 Annual Report
Valuation of IT Investments Using Real Options Theory
VALUING AMERICAN OPTIONS the Goal of This Paper Is to Dispel The
Pricing Power Exchange Options with Hawkes Jump Diffusion Processes
Annual Report Annuale Repor T 2015
A Review of Volatility and Option Pricing Models
Valuation of Asian Options and Commodity Contingent Claims
Valuation of CMS Spread Options with Nonzero Strike Rate
Valuation of Options Before Expiration • Need to Distinguish Between
Brochure-PCF-2.Pdf
Real Option Valuation of High Growth Tech Firms
Jump-Diffusion Option Valuation Without a Representative Investor: a Stochastic Dominance Approach
Option Volatility & Arbitrage Opportunities
Anomalies in Option Pricing: the Black- Scholes Model Revisited
The Market Value and Dynamic Interest Rate Risk of Swaps
Chapter 11 Real Options in Valuation
Option Pricing for a Stochastic-Volatility Jump-Diffusion Model with Log-Uniform Jump-Amplitudes∗
The Valuation of Option Subject to Default Risk
CHAPTER 5 OPTION PRICING THEORY and MODELS in General, the Value of Any Asset Is the Present Value of the Expected Cash Flows on That Asset
The Valuation of Equity Derivatives
Testing Option Pricing Models David S. Bates the Wharton School