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2. Margrabe's formula - Wikipedia

   en.wikipedia.org/wiki/Margrabe's_formula

   In mathematical finance, Margrabe's formula [1] is an option pricing formula applicable to an option to exchange one risky asset for another risky asset at maturity. It was derived by William Margrabe (PhD Chicago) in 1978. Margrabe's paper has been cited by over 2000 subsequent articles.

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4. Binomial options pricing model - Wikipedia

   en.wikipedia.org/wiki/Binomial_options_pricing_model

   At each final node of the tree—i.e. at expiration of the option—the option value is simply its intrinsic, or exercise, value: Max [ (S n − K), 0 ], for a call option Max [ (K − S n), 0 ], for a put option, Where K is the strike price and is the spot price of the underlying asset at the n th period.

5. Vanna–Volga pricing - Wikipedia

   en.wikipedia.org/wiki/Vanna–Volga_pricing

   The terms and are put in by-hand and represent factors that ensure the correct behaviour of the price of an exotic option near a barrier: as the knock-out barrier level of an option is gradually moved toward the spot level , the BSTV price of a knock-out option must be a monotonically decreasing function, converging to zero exactly at =. Since ...

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   Two years after finally being identified, the "Boy in the Box" case continues to haunt Philadelphia. The slain body of Joseph Augustus Zarelli, 4, was discovered in February 1957 in Philadelphia's ...

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   One of the busiest travel days of the year got off to a rough start due to a "technical issue" that disrupted American Airlines flights across the U.S.

8. Black model - Wikipedia

   en.wikipedia.org/wiki/Black_model

   The Black model (sometimes known as the Black-76 model) is a variant of the Black–Scholes option pricing model. Its primary applications are for pricing options on future contracts, bond options, interest rate cap and floors, and swaptions. It was first presented in a paper written by Fischer Black in 1976.

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