Results 11 to 20 of about 2,062,160 (307)
Finance and Stochastics, 2016 Finance and Stochastics, to ...
Neofytos Rodosthenous, Mihail Zervos
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Options Are Also Options on Options: How to Smile With Black-Scholes
SSRN Electronic Journal, 2023 We observe that a European Call option with strike $L > K$ can be seen as a Call option with strike $L-K$ on a Call option with strike $K$. Under no arbitrage assumptions, this yields immediately that the prices of the two contracts are the same, in full generality.
Martini, Claude, Mingone, Arianna
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Options Delta Hedging with No Options at All [PDF]
SSRN Electronic Journal, 2014 The adjustment speed of delta hedged options exposure depends on the market realized and implied volatility. We observe that by consistently hedging long and short positions in options we can eventually end up with pure exposure to volatility without any options in the portfolio at all.
Juliusz Jabłecki +4 more
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The Study of Proceeding of Option in Voidable Contracts [PDF]
مطالعات فقه و حقوق اسلامی, 2012 One of the voidable contracts' issues is proceeding of option in contracts. Jurisconsults have discussed and studied this issue in detail but regretfully the issue of proceeding and non-proceeding option in voidable contracts hasn't been studied and ...
H. Bagheri Asl
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Option implied beta and option return
, 2017 We study the information content of option-implied betas for future equity option returns, using data on the S&P 500 index options and all of the component stock options.
Ze-To, S.
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The Time of Transfer of Ownership in Sale of Specific Goods [PDF]
مطالعات فقه و حقوق اسلامی, 2015 The time of transfer of ownership in sale of specific goods, is an important and effective subjects in slamic jurisprudential issues. If there is an option in contracts transferring ownership, such as sale, when the ownership is transferred?
سجاد شهباز قهفرخی +2 more
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Peace negotiations between Russia and Latvia in 1920: Premises, key issues, and outcomes
Вестник Московского Университета. Серия XXV: Международные отношения и мировая политика, 2022 The conclusion of the Peace Treaty between Latvia and the RSFSR on August 11, 1920 marked an important stage both in the process of international recognition of Latvia and in the normalization of international relations in the region in general, and ...
Yu. L. Mikhailova
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Stading The Origin of Khiyar (Options) in Mudarabah Contract in Islamic Banking from Point of View of Islamic jurisprudenc & Islamic law. [PDF]
جستارهای اقتصادی, 2020 Stading The Origin of Khiyar (Options) in Mudarabah Contract in Islamic Banking from Point of View of Islamic jurisprudenc & Islamic law.AbstracteNowadays, in the money market banking contracts, we are faced with a wide variety of religious jurisprudence
reza mirzakhani, sadeqh elham
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Öneri Dergisi, 2020 Opsiyonlar geleceğe yönelik hak içeren finansal sözleşmeler olup, genel olarak satın alma (calls) ve satma (puts) olarak ikiye ayrılırlar. Satın alma (call option), satma (put option) olarak adlandırılır.Opsiyon sahibi, belli bir prim karşılığında satın aldığı opsiyon sözleşmesini, sözleşmede belirtilen şiire içinde ya da sonunda kullanma hakkına ...
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Valuing Guaranteed Minimum Death Benefits by Cosine Series Expansion
Mathematics, 2019 Recently, the valuation of variable annuity products has become a hot topic in actuarial science. In this paper, we use the Fourier cosine series expansion (COS) method to value the guaranteed minimum death benefit (GMDB) products.
Wenguang Yu +5 more
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