enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Valuation of options - Wikipedia

    en.wikipedia.org/wiki/Valuation_of_options

    In finance, a price (premium) is paid or received for purchasing or selling options.This article discusses the calculation of this premium in general. For further detail, see: Mathematical finance § Derivatives pricing: the Q world for discussion of the mathematics; Financial engineering for the implementation; as well as Financial modeling § Quantitative finance generally.

  3. Monte Carlo methods for option pricing - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_methods_for...

    The first application to option pricing was by Phelim Boyle in 1977 (for European options). In 1996, M. Broadie and P. Glasserman showed how to price Asian options by Monte Carlo. An important development was the introduction in 1996 by Carriere of Monte Carlo methods for options with early exercise features.

  4. Finite difference methods for option pricing - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_methods...

    Finite difference methods were first applied to option pricing by Eduardo Schwartz in 1977. [2] [3]: 180 In general, finite difference methods are used to price options by approximating the (continuous-time) differential equation that describes how an option price evolves over time by a set of (discrete-time) difference equations.

  5. Call vs. put options: How they differ - AOL

    www.aol.com/finance/call-vs-put-options-differ...

    The breakeven price of the option is equal to the strike price plus the option premium. For example, say Tesla’s stock trades at $300, but you think it’s headed higher over the next few months ...

  6. Monte Carlo methods in finance - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_methods_in_finance

    Note that whereas equity options are more commonly valued using other pricing models such as lattice based models, for path dependent exotic derivatives – such as Asian options – simulation is the valuation method most commonly employed; see Monte Carlo methods for option pricing for discussion as to further – and more complex – option ...

  7. How implied volatility works with options trading

    www.aol.com/finance/implied-volatility-works...

    Time to expiration: Shorter-term options typically have lower implied volatility because of the limited time frame for price moves. Longer-term options, on the other hand, can exhibit higher ...

  8. Trinomial tree - Wikipedia

    en.wikipedia.org/wiki/Trinomial_Tree

    The trinomial tree is a lattice-based computational model used in financial mathematics to price options. It was developed by Phelim Boyle in 1986. It is an extension of the binomial options pricing model, and is conceptually similar. It can also be shown that the approach is equivalent to the explicit finite difference method for option ...

  9. What is options trading? A basic overview - AOL

    www.aol.com/finance/options-trading-basic...

    Here’s how options work, the benefits and risks of options and how to start trading options. Skip to main content. 24/7 Help. For premium support please call: 800-290-4726 more ways to reach us ...