enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. The option Greeks: The key factors that move option prices - AOL

    www.aol.com/finance/option-greeks-key-factors...

    A good options calculator can offer information on the Greeks, allowing you to assess changes in the option’s value at various stock prices and times. For example, a calculator lets you raise ...

  3. Greeks (finance) - Wikipedia

    en.wikipedia.org/wiki/Greeks_(finance)

    Each Greek measures the sensitivity of the value of a portfolio to a small change in a given underlying parameter, so that component risks may be treated in isolation, and the portfolio rebalanced accordingly to achieve a desired exposure; see for example delta hedging. The Greeks in the Black–Scholes model (a relatively simple idealised ...

  4. Options chain: Here’s how to read and understand them - AOL

    www.aol.com/finance/options-chain-read...

    For example, the options chain below on CareTrust REIT comes from Yahoo Finance, and it offers a standard array of the data available on a chain. Each option expiration has its own chain.

  5. Option symbol - Wikipedia

    en.wikipedia.org/wiki/Option_symbol

    Options Clearing Corporation's (OCC) Options Symbology Initiative (OSI) mandated an industry-wide change to a new option symbol structure, resulting in option symbols 21 characters in length. March 2010 - May 2010 was the symbol consolidation period in which all outgoing option roots will be replaced with the underlying stock symbol.

  6. Fugit - Wikipedia

    en.wikipedia.org/wiki/Fugit

    Fugit provides an estimate of when an option would be exercised, which is then a useful indication for the maturity to use when hedging American or Bermudan products with European options. [2] Fugit is thus used for the hedging of convertible bonds , equity linked convertible notes, and any putable or callable exotic coupon notes.

  7. How to Use Option Greeks to Measure Risk - AOL

    www.aol.com/finance/option-greeks-measure-risk...

    For premium support please call: 800-290-4726 more ways to reach us

  8. Margrabe's formula - Wikipedia

    en.wikipedia.org/wiki/Margrabe's_formula

    Margrabe's model of the market assumes only the existence of the two risky assets, whose prices, as usual, are assumed to follow a geometric Brownian motion.The volatilities of these Brownian motions do not need to be constant, but it is important that the volatility of S 1 /S 2, σ, is constant.

  9. Monte Carlo methods for option pricing - Wikipedia

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

    For example, for bond options [3] the underlying is a bond, but the source of uncertainty is the annualized interest rate (i.e. the short rate). Here, for each randomly generated yield curve we observe a different resultant bond price on the option's exercise date; this bond price is then the input for the determination of the option's payoff.