Advertisement
Published in:
1991 | OriginalPaper | Chapter
Advanced Concepts in Options Pricing
Author : Robert G. Tompkins
Published in: Bund Options
Publisher: Palgrave Macmillan UK
Included in: Professional Book Archive
Activate our intelligent search to find suitable subject content or patents.
Select sections of text to find matching patents with Artificial Intelligence. powered by
Select sections of text to find additional relevant content using AI-assisted search. powered by
Now that we have identified the key factors in option pricing (the underlying instrument market price, the strike price, the underlying instrument volatility, the time to expiration and the risk-free rate), we will examine how these factors are synthesized into an option pricing model.