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Option Pricing Curve |
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Option Pricing CurveA graphical representation of the projected price of an option at a fixed point in time. It reflects the amount of time value premium in the option for various stock prices, as well. The curve is generated by using a mathematical model. The delta (or hedge ratio) is the slope of a tangent line to the curve at a fixed stock price. See also Delta and Hedge RatioOption Pricing Curve Similar MatchesInternational Asset Pricing Model (IAPM)International Asset Pricing Model (IAPM)The international version of the CAPM assuming that investors in each country share the same consumption basket and purchasing power parity holds. Indication pricing scheduleIndication pricing scheduleA statement of rates for an interest rate or currency swap. Asset pricing modelAsset pricing modelA model for determining the required or expected rate of return on an asset. Related: Capital asset pricing model and arbitrage pricing theory. Forward pricingForward pricingPractice mandated by the SEC that open-end SEC establish all incoming buy and sell SEC on the next net SEC valuation of fund SEC. Administrative pricing rulesAdministrative pricing rulesIRS rules used to allocate income on export sales to a foreign sales corporation. Further Suggestionscapital asset pricing modelArbitrage free option pricing models Repricing Pricing to market Capital asset pricing model (CAPM) Underpricing forward pricing Garman Kohlhagen option pricing model Regulatory pricing risk Transfer pricing Two state option pricing model Pricing efficiency Binomial option pricing model |
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