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2. Finite difference methods for option pricing - Wikipedia

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

   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. The discrete difference equations may then be solved iteratively to calculate a price for the option. [4]

3. Bachelier model - Wikipedia

   en.wikipedia.org/wiki/Bachelier_model

   On April 20, 2020, oil futures reached negative values for the first time in history, [2] where Bachelier model took an important role in option pricing and risk management. The European analytic formula for this model based on a risk neutral argument is derived in Analytic Formula for the European Normal Black Scholes Formula ( Kazuhiro ...

4. Forward rate agreement - Wikipedia

   en.wikipedia.org/wiki/Forward_rate_agreement

   In other words, a forward rate agreement (FRA) is a tailor-made, over-the-counter financial futures contract on short-term deposits. A FRA transaction is a contract between two parties to exchange payments on a deposit, called the Notional amount , to be determined on the basis of a short-term interest rate, referred to as the Reference rate ...

5. What Does Liquidation Mean and How to Avoid It? - AOL

   www.aol.com/news/does-liquidation-mean-avoid...

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6. Forward price - Wikipedia

   en.wikipedia.org/wiki/Forward_price

   The forward price (or sometimes forward rate) is the agreed upon price of an asset in a forward contract. [ 1 ] [ 2 ] Using the rational pricing assumption, for a forward contract on an underlying asset that is tradeable, the forward price can be expressed in terms of the spot price and any dividends.

7. Futures contract - Wikipedia

   en.wikipedia.org/wiki/Futures_contract

   Otherwise, the difference between the forward price on the futures (futures price) and the forward price on the asset, is proportional to the covariance between the underlying asset price and interest rates. For example, a futures contract on a zero-coupon bond will have a futures price lower than the forward price.