- option pricing formula
- фин., бирж. формула опционного ценообразования, формула ценообразования опционовSee:
Англо-русский экономический словарь.
option pricing formula
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Option (finance) — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income … Wikipedia
Option time value — Finance Financial markets Bond market … Wikipedia
Margrabe's formula — In mathematical finance, Margrabe s formula is an option pricing formula. It applies to an option to exchange one risky asset for another risky asset at maturity. Suppose S1(t) and S2(t) are the prices of two risky assets at time t, and that each … Wikipedia
Option style — In finance, the style or family of an option is a general term denoting the class into which the option falls, usually defined by the dates on which the option may be exercised. The vast majority of options are either European or American (style) … Wikipedia
Formula Palmer Audi — Infobox motorsport championship pixels = 199 caption = FPA logo category = Single Seater country/region = United Kingdom inaugural = 1998 folded = drivers = 22 (2007) teams = 1 [Although each individual driver has their own personal sponsors on… … Wikipedia
Binomial options pricing model — BOPM redirects here; for other uses see BOPM (disambiguation). In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. The binomial model was first proposed by Cox, Ross and… … Wikipedia
Rational pricing — is the assumption in financial economics that asset prices (and hence asset pricing models) will reflect the arbitrage free price of the asset as any deviation from this price will be arbitraged away . This assumption is useful in pricing fixed… … Wikipedia
Employee stock option — An employee stock option is a call option on the common stock of a company, issued as a form of non cash compensation. Restrictions on the option (such as vesting and limited transferability) attempt to align the holder s interest with those of… … Wikipedia
Foreign-exchange option — Foreign exchange Exchange rates Currency band Exchange rate Exchange rate regime Exchange rate flexibility Dollarization Fixed exchange rate Floating exchange rate Linked exchange rate Managed float regime Markets Foreign exchange market Futures… … Wikipedia
Datar-Mathews Method for Real Option Valuation — The Datar Mathews Method [1] (DM Method ©[2]) is a new method for Real options valuation. The DM Method can be understood as an extension of the net present value (NPV) multi scenario Monte Carlo model with an adjustment for risk aversion and… … Wikipedia
Call option — This article is about financial options. For call options in general, see Option (law). A call option, often simply labeled a call , is a financial contract between two parties, the buyer and the seller of this type of option.[1] The buyer of the … Wikipedia
