'American put' presentation slideshows

Properties of Stock Option Prices Chapter 9

Properties of Stock Option Prices Chapter 9.

597 views • 52 slides

Financial Instrument Modeling IT for Financial Services (IS356)

Financial Instrument Modeling IT for Financial Services (IS356).

676 views • 48 slides

Properties of Stock Option Prices Chapter 9

Properties of Stock Option Prices Chapter 9.

532 views • 44 slides

FRONT ARENA

385 views • 37 slides

Chapter 17 The Binomial Option Pricing Model (BOPM)

Chapter 17 The Binomial Option Pricing Model (BOPM). We begin with a single period. Then, we stitch single periods together to form the Multi-Period Binomial Option Pricing Model.

612 views • 29 slides

Properties of Stock Options

Properties of Stock Options. Chapter 10. c : European call option price p : European put option price S 0 : Stock price today K : Strike price T : Life of option ? : Volatility of stock price. C : American Call option price P : American Put option price

600 views • 23 slides

Chapter Eight

Properties of Stock Options. 8. Chapter Eight. 8.1 Factors Affecting Option Prices 8.2 Assumptions and Notation 8.3 Upper and Lower Bounds for Option Prices 8.4 Put-Call Parity 8.5 Early Exercise: Calls on a non-dividend paying stock 8.6 Early Exercise: Puts on a non-dividend paying stock

452 views • 18 slides

Option Valuation: basic concepts

Option Valuation: basic concepts. Value boundaries Simple arbitrage relationships Intuition for the role of volatility. S. Mann, 2010. Option Value. Option value must be within this region. Call Option Valuation "Boundaries". Intrinsic Value - Value of Immediate exercise: S - K. 0.

273 views • 12 slides

Option Pricing: basic principles

Option Pricing: basic principles. Value boundaries Simple arbitrage relationships Intuition for the role of volatility. S. Mann, 2009. Option Value. Option value must be within this region. Call Option Valuation "Boundaries". Intrinsic Value - Value of Immediate exercise: S - K. 0.

165 views • 12 slides

8.3 Perpetual American Put

8.3 Perpetual American Put. Stochastic Calculus for Finance II : Continuous-Time Models Steven E. Shreve Presented by Cai Yu-Hong(994208019) 2012/1/5. Perpetual American Put. Underlying Assets. The underlying asset in most of this chapter has the price process S(t) given by

227 views • 8 slides