It helps me a lot in visualising what is going on with my strategies. I bought it back in March and worked fine, but recently I stumbled upon a bug. I'm using Office 365 on OSX and since a few months (I guess after some automatic update) the expiration date dropdown shows for ...
For example, when considering straddle and strangle strategies, we predict a twenty-fold reduction in overall price impact. This reduction is due to the fact that these strategies are close to being delta neutral, and, therefore, the price impact on the underlying largely cancels out. And third...
their methods, strategies, and what their students say. This is a must read before you plunk down your hard-won cash. This new cottage industry has been taken up by brokers, small companies and one-man shops. Emphasis on options education, which started some 20 years ago, gained widespread...
arbitrage strategiespricing methodologiesthe theory of options in stocks and sharesdoi:10.1002/9781118266403.ch26A. G. MalliarisJohn Wiley & Sons, LtdBlack and Scholes option pricing model, 579B.C. Dieffenbach. Black-Scholes option pricing model. http://www.albany.edu/ ~bd445/Eco_466Y/Slides...
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Option_Trading_Strategies_金融/投资_经管营销_专业资料。期权交易策略经典文章OPTION TRADING STRATEGIES TABLE OF CONTENTS 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30. BUY CALL ......
(2017). Optimal option portfolio strategies: Deepening the puzzle of index option mispricing. Journal of Financial Quantitative Analysis, 52(1), 277–303. Article Google Scholar Fisher, P.R. (2013). Reflections on the meaning of “risk free”. In Bank for International Settlements (Ed.), ...
For a European derivative, we generalize the classical binomial pricing formula by allowing for bid-ask prices and investigate the properties of the ensuing replicating strategies. Next, for an American derivative, we propose a backward bid-ask pricing procedure and prove that the resulting discounted...
They will also serve as guides in planning future health strategies, to optimize vaccine distribution and prevent over-allocation of funds for COVID-19, bearing in mind the other concurrent disease outbreaks and a conflict-devastated healthcare system. Funding No external funding was received. ...
We make three unique contributions to the nascent but growing stream of research on EM mMNEs. First, our study has enriched prior research on the internationalisation strategies of EE companies by showing that EM mMNEs, an underexamined breed of EM companies, intend to keep strategic flexibility ...