Market Conform Valuation Of Options pdf (3540308377)

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Author: Tobias Herwig
Publisher: Springer
Publish Date: June 13, 2008
ISBN: 3540308377
Pages: 104

Product Details

Paperback: 104 pages
Publisher: Springer; 1 edition (June 13, 2008)
Language: English
ISBN-10: 3540308377
ISBN-13: 978-3540308379

Product Description

The focus of this volume is on the development of new approaches for the market-conform valuation of newly issued derivatives. The first chapter presents a flexible approach to construct the binomial process of the underlying asset price by using a simultaneously backward and forward induction algorithm. This framework can be used to price and hedge a wide range of plain-vanilla and exotic options. In the second chapter this new approach is compared to existing models using a sample of plain-vanilla options, American call options and European Barrier options from two competing markets. In the third chapter new methods to value American-style options via Monte Carlo simulations in accordance with given market prices are discussed. After a short introduction to Monte Carlo methods, two new approaches are proposed. These new frameworks are illustrated via pricing examples for standard American put options.

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	Economics/Finances Capital Market Instruments: Analysis and Valuation Capital Market Instruments: Analysis and ValuationPublisher: Palgrave Macmillan \| Pages: 420 \| 2005-07-22 \| ISBN 1403947252 \| PDF \| 3 MBThis book is a revised and updated guide to some of the most important issues in the capital mark ...
	Economics/Finances Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice Marcus Schulmerich, "Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice" Springer; 1 edition (September 13, 2005) \| ISBN-10: 3540261915 \| 357 Pages \| PDF \| 22,4 MB This book analyzes real options valua ...
	Real Estate Market Valuation and Analysis CD Author: Michael C. Thomsett, Joshua KahrPublisher: Wiley (2005)Binding: Hardcover, 245 pagespricer: $70.00ISBN-10: 0471655260editorialreviews"A fresh, insightful look at how real estate professionals actually value properties and analyze m ...
	Economics/Finances Real Estate Market Valuation and Analysis Joshua Kahr, Michael C. Thomsett, "Real Estate Market Valuation and Analysis" Wiley \| 2005 \| ISBN: 0471655260 \| 245 pages \| PDF \| 1,1 MB "A fresh, insightful look at how real estate professionals actually value properties and analyze ma ...
	Don M. Chance, Pamela P. Peterson - Real Options and Investment Valuation Don M. Chance, Pamela P. Peterson - Real Options and Investment ValuationPublisher: The Research Foundation of AIMR \| 2002-08-01 \| ISBN: 0943205573 \| PDF \| 125 pages \| 5.18 MBMaking an accurate company valuation is the cornerstone of making ...
	Mark Lang - Employee Stock Options and Equity Valuation Mark Lang - Employee Stock Options and Equity ValuationPublisher: Research Foundation of CFA Institute \| 2004-07-02 \| ISBN: 0943205670 \| PDF \| 79 pages \| 5.37 MBStock options represent a significant claim against companiesthat should be ref ...

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