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Exchange Options in Financial Markets

, 2019
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Financial Option Trading Strategies

2010
Financial derivatives market (both exchange traded and over the counter) is the most innovative investment sector. Novel hedging and arbitrage strategies are emerging daily, with very complex payout scenarios and multi-factor credit and market risk exposures.
Kozul, Natasha, Kozul, Natasha
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FINANCIAL OPTIONS FOR POTENTIAL PRODUCERS

The APEA Journal, 1983
The experience of the last ten years has forced the capital market to give priority to investments that are structured in such a way as to maintain their viability under a wide range of operating conditions. Critical attention is given to the long term price trend, the markets available for products, production rates, government intervention, potential
Terry Ogg, Guy Weston
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Financial Option Valuation

2017
A financial option is a so-called derivative product. It is derived from (depends on) a given underlying asset. This underlying asset can be many different things, for example a stock of a company, a commodity or a foreign currency.
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Modeling Tools for Financial Options

2002
Basic types of options are explained. The binomial tree method is described as a first and widely applicable method for pricing options. Stochastic background for modeling is introduced, with a focus on diffusion models, which include geometric Brownian motion and mean reversion stochastic processes.
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Financial Modelling and Option Pricing

2013
In Chapter 5 we apply the results of previous chapters for option pricing. The fundamental building block of all financial modelling is the concept of arbitrage-free and complete market. For the time- and space-continuous stochastic models the unique underlying process satisfying this concept is the geometric Brownian motion.
Alexander D. Kolesnik, Nikita Ratanov
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Estimating financial risk measures for options

Journal of Banking & Finance, 2010
Abstract This paper proposes a simulation-lattice procedure to estimate financial risk measures for option positions. The framework proposed can be applied to many different kinds of options, including exotic and vanilla options; it can take account of early exercise features; heavy tails in underlying processes; estimate different risk measures ...
Ghulam Sorwar, Kevin Dowd
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