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Relevant bibliographies by topics / Options Finance

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Academic literature on the topic 'Options Finance'

Author: Grafiati

Published: 4 June 2021

Last updated: 29 July 2024

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Journal articles on the topic "Options Finance"

1

Lambrecht, Bart M. "Real options in finance." Journal of Banking & Finance 81 (August 2017): 166–71. http://dx.doi.org/10.1016/j.jbankfin.2017.03.006.

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BRANGER, NICOLE, and CHRISTIAN SCHLAG. "OPTION BETAS: RISK MEASURES FOR OPTIONS." International Journal of Theoretical and Applied Finance 10, no. 07 (November 2007): 1137–57. http://dx.doi.org/10.1142/s0219024907004585.

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This paper deals with the problem of determining the correct risk measure for options in a Black–Scholes (BS) framework when time is discrete. For the purposes of hedging or testing simple asset pricing relationships previous papers used the "local", i.e., the continuous-time, BS beta as the measure of option risk even over discrete time intervals. We derive a closed-form solution for option betas over discrete return periods where we distinguish between "covariance betas" and "asset pricing betas". Both types of betas involve only simple Black–Scholes option prices and are thus easy to comput

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Kamińska, Barbara. "Options in Corporate Finance Management." Przedsiebiorczosc i Zarzadzanie 15, no. 1 (January 1, 2014): 69–81. http://dx.doi.org/10.2478/eam-2014-0005.

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Abstract Although there are many opinions critical of options, especially after the 2008 scandal, they are becoming increasingly popular in Poland again. Therefore, issues connected with options are not only the subject of interest in academic circles again but also arouse interest of economic entities, allowing enterprises to assess a variety of action strategies. Those instruments enable planning safeguards to protect against various negative future scenarios. Hence, it comes as no surprise that there has been an increase in the number and variety of enterprises that have accepted options as

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Ciurlia, Pierangelo, and Andrea Gheno. "Pricing and Applications of Digital Installment Options." Journal of Applied Mathematics 2012 (2012): 1–21. http://dx.doi.org/10.1155/2012/584705.

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For its theoretical interest and strong impact on financial markets, option valuation is considered one of the cornerstones of contemporary mathematical finance. This paper specifically studies the valuation of exotic options with digital payoff and flexible payment plan. By means of the Incomplete Fourier Transform, the pricing problem is solved in order to find integral representations of the upfront price for European call and put options. Several applications in the areas of corporate finance, insurance, and real options are discussed. Finally, a new type of digital derivative named superc

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Lambrecht, Bart M., and Grzegorz Pawlina. "Corporate Finance and the (In)efficient Exercise of Real Options." Multinational Finance Journal 14, no. 3/4 (December 1, 2010): 189–217. http://dx.doi.org/10.17578/14-3/4-2.

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CHANG, Kuo-Ping. "On Option Greeks and Corporate Finance." Journal of Advanced Studies in Finance 11, no. 2 (December 23, 2020): 183. http://dx.doi.org/10.14505//jasf.v11.2(22).09.

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This paper has proposed new option Greeks and new upper and lower bounds for European and American options. It shows that because of the put-call parity, the Greeks of put and call options are interconnected and should be shown simultaneously. In terms of the theory of the firm, it is found that both the Black-Scholes-Merton and the binomial option pricing models implicitly assume that maximizing the market value of the firm is not equivalent to maximizing the equityholders’ wealth. The binomial option pricing model implicitly assumes that further increasing (decreasing) the promised payment t

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DOKUCHAEV, NIKOLAI. "MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING." International Journal of Theoretical and Applied Finance 12, no. 04 (June 2009): 545–75. http://dx.doi.org/10.1142/s0219024909005348.

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We suggest a modification of an American option such that the option holder can exercise the option early before the expiration and can revert later this decision to exercise; it can be repeated a number of times. This feature gives additional flexibility and risk protection for the option holder. A classification of these options and pricing rules are given. We found that the price of some call options with this feature is the same as for the European call. This means that the additional flexibility costs nothing, similarly to the situation with American and European call options. For the mar

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LIU, YU-HONG. "VALUATION OF COMPOUND OPTION WHEN THE UNDERLYING ASSET IS NON-TRADABLE." International Journal of Theoretical and Applied Finance 13, no. 03 (May 2010): 441–58. http://dx.doi.org/10.1142/s021902491000584x.

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After Geske (1979), compound options — options on options — have been employed in many fields in which real options are applied. The formula for a compound option is convenient to use in real project investment, but it has one drawback — the assets that underlie the compound options are usually non-tradable. This article addresses this issue and proposes two new compound option pricing formulae to overcome this drawback.

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Tang, Han, and Wenfei Li. "Empirical study for uncertain finance." Journal of Intelligent & Fuzzy Systems 40, no. 5 (April 22, 2021): 9485–92. http://dx.doi.org/10.3233/jifs-201955.

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Interest rate, stock and option are all important parts of finance. This paper applies uncertain differential equation to the study of the evolution of interest rate and stock price separately. Based on actual observations, we estimate the parameters in uncertain differential equation with the method of moments. Using the introduced interest rate and stock models, we price European options and compare the results with actual observations. Finally, a paradox of the stochastic financial model is stated.

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Pechtl, Andreas. "Some applications of occupation times of Brownian motion with drift in mathematical finance." Journal of Applied Mathematics and Decision Sciences 3, no. 1 (January 1, 1999): 63–73. http://dx.doi.org/10.1155/s1173912699000048.

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In the last few years new types of path-dependent options called corridor options or range options have become well-known derivative instruments in European options markets. Since the payout profiles of those options are based on occupation times of the underlying security the purpose of this paper is to provide closed form pricing formulae of Black & Scholes type for some significant representatives. Alternatively we demonstrate in this paper a relatively simple derivation of the Black & Scholes price for a single corridor option – based on a static portfolio representation – which do

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Dissertations / Theses on the topic "Options Finance"

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Chen, Kwok-wang. "Evaluation of market efficiency of stock options in Hong Kong /." Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18837372.

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Brooks, Chad M., David E. Moore, and Edward J. White. "Outsourcing Options to Finance Navy Recapitalization." Monterey, California. Naval Postgraduate School, 2004. http://hdl.handle.net/10945/9888.

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MBA Professional Report<br>Navy leadership is searching for ways to finance urgent fleet recapitalization despite severely limited resources. This study exposes the enormity of the recapitalization challenge using budget forecasting and ratio analysis to frame potential trade-offs among major Navy appropriations that would achieve programmed procurement targets. We illustrate the organizational and operational challenges associated with even small tradeoffs and also examine the increasingly common practice of competitive sourcing using private-sector risk criteria popularized in business liter

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Martin, David. "Les options fondamentales de la finance moderneDomestication sociologique d'un produit financier." Phd thesis, Université Toulouse le Mirail - Toulouse II, 2005. http://tel.archives-ouvertes.fr/tel-00158032.

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Cette thèse propose une façon sociologique de domestiquer un objet peu familier: le produit financier. Le cas retenu est celui de l'option: un des produits dérivés les plus controversés, qui s'est trouvé au coeur de la question sociale résurgente du "pouvoir de la finance". Ce travail s'inscrit dans une dynamique de recherche plus globale de reconquête des objets financiers par les sciences sociales entrepris depuis quelques années en France et au niveau international. En adoptant un centrage du regard sur le "produit" lui-même, l'auteur développe un ensemble d'opérations de recherches qui per

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Martin, David. "Les options fondamentales de la finance moderne : domestication sociologique d'un produit financier." Toulouse 2, 2005. https://tel.archives-ouvertes.fr/tel-00158032.

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Cette thèse propose une façon sociologique de domestiquer un objet peu familier : le produit financier. Le cas retenu est celui de l'option : un des produits dérivés les plus controversés, qui s'est trouvé au coeur de la question sociale résurgente du "pouvoir de la finance". Ce travail s'inscrit dans une dynamique de recherche plus globale de reconquête des objets financiers par les sciences sociales entrepris depuis quelques années en France et au niveau international. En adoptant un centrage du regard sur le "produit" lui-même, l'auteur développe un ensemble d'opérations de recherches qui p

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Joo, Tan How. "Tests of options market efficiency : a study of the European Options Exchange." Thesis, University of Glasgow, 1990. http://theses.gla.ac.uk/1872/.

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The objective of this study is to provide evidence on the efficiency of the stock options market of the European Options Exchange. `Riskless' spreading and hedging strategies using the Black-Scholes call option pricing model with the Merton dividend adjustment, are used to test market efficiency. The results show that, although for the zero transactions costs case above-normal returns are possible, these returns become negative when the bid-ask spread cost is taken into account. These results persist over the two sample periods studied. Two variations of the trading rule that compute model pri

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MORELLEC, ERWAN. "Theorie des options et decisions d'investissement et de financement." Jouy-en Josas, HEC, 1998. http://www.theses.fr/1998EHEC0060.

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Depuis les articles fondateurs de black et scholes (1973) et merton (1974), l'application de la theorie des options a la finance d'entreprise a connu un essor considerable. Cependant, en depit de contributions a la comprehension des decisions d'investissement et de financement, les modeles developpes jusqu'a present ne peuvent pas expliquer de nombreuses donnees observees dans la pratique. Cette these montre que le prise en compte de certains elements caracterisant l'environnement economique ou legislatif des entreprises permet de reproduire (plus) fidelement ces donnees. Il est montre que: -

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Huhta, T. (Tommi). "Performance of the Black-Scholes option pricing model:empirical evidence on S&P 500 call options in 2014." Master's thesis, University of Oulu, 2017. http://urn.fi/URN:NBN:fi:oulu-201711083066.

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This paper evaluates performance of the Black-Scholes option pricing model on European call options that are written on U.S. S&P 500 equity index in year 2014. Main purpose is to show empirical evidence about false assumptions contained in the model and complete it by relaxing unconditional restrictions. Analysis consists of investigating biasedness and heteroscedasticity properties by complementing the Black-Scholes model with GARCH(1,1) method based on maximum likelihood estimations. Varying volatility is studied also through implicit volatility surface. Depending on their characteristics,

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Bouvard, Matthieu. "3 essais en finance d'entreprise." Toulouse 1, 2009. http://www.theses.fr/2009TOU10032.

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Cette thèse est composée de trois essais. Un premier essai s intéresse au lien entre frictions sur les marchés de capitaux et acquisition d information par des entrepreneurs. Je montre qu un problème d anti-sélection entre entrepreneurs et investisseurs peut modifier les incitations des premiers à investir dans l acquisition de compétences ou d expérience. Il existe deux régimes inefficients. Lorsque les investisseurs sont a priori pessimistes, l accès au financement est restreint aux entrepreneurs expérimentés, il y a peu de projets financés et ils sont en moyenne très profitables. Lorsque le

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Chirayukool, Pokpong. "The valuation of exotic barrier options and American options using Monte Carlo simulation." Thesis, University of Warwick, 2011. http://wrap.warwick.ac.uk/45027/.

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Monte Carlo simulation is a widely used numerical method for valuing financial derivatives. It can be used to value high-dimensional options or complex path-dependent options. Part one of the thesis is concerned with the valuation of barrier options with complex time-varying barriers. In Part one, a novel simulation method, the contour bridge method, is proposed to value exotic time-varying barrier options. The new method is applied to value several exotic barrier options, including those with quadratic and trigonometric barriers. Part two of this thesis is concerned with the valuation of Amer

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Friedl, Gunther. "Real options and investment incentives." Berlin ; New York : Springer, 2007. http://site.ebrary.com/id/10161175.

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Books on the topic "Options Finance"

1

Thomsett, Michael C. Getting Started in Options. New York: John Wiley & Sons, Ltd., 2005.

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Gastineau, Gary L. The options manual. 3rd ed. New York: McGraw-Hill, 1988.

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McMillan, Lawrence G. McMillan on Options. New York: John Wiley & Sons, Ltd., 2004.

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1944-, Rubinstein Mark, ed. Options markets. Englewood Cliffs, N.J: Prentice-Hall, 1985.

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Miller, Sennholz Lyn, and Helstrom Carl O, eds. Options hedging handbook. Cedar Falls, IA: Center for Futures Education, 1985.

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Sincere, Michael. Understanding options. New York: McGraw-Hill, 2007.

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McCafferty, Thomas. Options demystified. 2nd ed. New York: McGraw-Hill, 2010.

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Kolb, Robert W. Understanding options. New York: Wiley, 1995.

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Thomsett, Michael C. Getting Started in Options. New York: John Wiley & Sons, Ltd., 2007.

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Thomsett, Michael C. Getting started in options. 3rd ed. New York: John Wiley & Sons, 1997.

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Book chapters on the topic "Options Finance"

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Merton, Robert C. "Options." In Finance, 213–18. London: Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-20213-3_23.

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Guerard, John B., and Eli Schwartz. "Options." In Quantitative Corporate Finance, 393–414. Boston, MA: Springer US, 2007. http://dx.doi.org/10.1007/978-0-387-34465-2_16.

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Guerard, John B., Anureet Saxena, and Mustafa Gultekin. "Options." In Quantitative Corporate Finance, 465–84. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-43547-9_16.

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Guerard, John B., Anureet Saxena, and Mustafa N. Gültekin. "Options." In Quantitative Corporate Finance, 505–25. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-87269-4_16.

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Zhu, You-lan, Xiaonan Wu, and I.-Liang Chern. "Basic Options." In Springer Finance, 17–112. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4757-3938-1_2.

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Zhu, You-lan, Xiaonan Wu, and I.-Liang Chern. "Exotic Options." In Springer Finance, 113–203. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4757-3938-1_3.

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Zhu, You-lan, Xiaonan Wu, I.-Liang Chern, and Zhi-zhong Sun. "Exotic Options." In Springer Finance, 159–275. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-7306-0_4.

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Shreve, Steven E. "Exotic Options." In Springer Finance, 295–337. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4757-4296-1_7.

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Hilber, Norbert, Oleg Reichmann, Christoph Schwab, and Christoph Winter. "American Options." In Springer Finance, 65–74. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-35401-4_5.

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Hilber, Norbert, Oleg Reichmann, Christoph Schwab, and Christoph Winter. "Exotic Options." In Springer Finance, 75–84. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-35401-4_6.

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Conference papers on the topic "Options Finance"

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Davis, Mark, and Jan Obłój. "Market completion using options." In Advances in Mathematics of Finance. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc83-0-4.

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Hugger, Jens, and Sima Mashayekhi. "Feedback options in nonlinear numerical finance." In NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2012: International Conference of Numerical Analysis and Applied Mathematics. AIP, 2012. http://dx.doi.org/10.1063/1.4756645.

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Gerstner, T., and M. Holtz. "Geometric tools for the valuation of performance-dependent options." In COMPUTATIONAL FINANCE 2006. Southampton, UK: WIT Press, 2006. http://dx.doi.org/10.2495/cf060161.

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Chen, R. W., and B. Rosenberg. "Optimal exercise of Russian options in the binomial model." In COMPUTATIONAL FINANCE 2006. Southampton, UK: WIT Press, 2006. http://dx.doi.org/10.2495/cf060171.

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Melnikov, M. Y. "A Green’s function-based iterative approach to the pricing of American options." In COMPUTATIONAL FINANCE 2008. Southampton, UK: WIT Press, 2008. http://dx.doi.org/10.2495/cf080091.

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Li, Z., and S. S. T. Yau. "Path dependent options: the case of high water mark provision for hedge funds." In COMPUTATIONAL FINANCE 2006. Southampton, UK: WIT Press, 2006. http://dx.doi.org/10.2495/cf060381.

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Beneder, Reimer, and Ton Vorst. "Options on Dividend Paying Stocks." In Proceedings of the International Conference on Mathematical Finance. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799579_0017.

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Persad, S. "Valuation of swing options with supplier flexibility – switching and recall features: a methodology note." In COMPUTATIONAL FINANCE 2008. Southampton, UK: WIT Press, 2008. http://dx.doi.org/10.2495/cf080071.

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Hulley, Hardy, and Eckhard Platen. "Laplace transform identities for diffusions, with applications to rebates and barrier options." In Advances in Mathematics of Finance. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc83-0-9.

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Yamazaki, Akira. "Analytical Approximation of Pricing Average Options under the Heston Model." In Proceedings of the International Workshop on Finance 2011. WORLD SCIENTIFIC, 2012. http://dx.doi.org/10.1142/9789814407335_0010.

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Reports on the topic "Options Finance"

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Breger, Dwayne, Zara Dowling, River Strong, and Alison Bates. Solar Finance and Ownership Options. Office of Scientific and Technical Information (OSTI), June 2024. http://dx.doi.org/10.2172/2394646.

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McIlmoil, Rory. Deep Dive on Energy Finance Options for Local Governments. Office of Scientific and Technical Information (OSTI), March 2024. http://dx.doi.org/10.2172/2328546.

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Gerritsen, Erik, Lisa Korteweg, Foivos Petsinaris, Rachel Lamothe, Jeroen van der Laan, Daniela Chiriac, Costanza Strinati, Sean Stout, and Bella Tonkonogy. Options for Considering Nature-positive Finance Tracking and Taxonomy. Inter-American Development Bank, November 2022. http://dx.doi.org/10.18235/0004572.

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Healthy and resilient ecosystems underpin our societies and economies. Collapse of just a few ecosystem services such pollination, timber from forests and food from marine fisheries, could result in a global GDP decline of USD 2.7 trillion annually by 2030. We are not investing sufficiently in nature, resulting in an estimated nature funding gap as high as US$800 billion per year. Redirecting financial flows towards nature-positive investments and activities is critical. Multilateral Development Banks (MDBs) play an instrumental role to support a nature-positive future, aligned with the forthc

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Holden, Paul, and Hunt Howell. Enhancing Access to Finance in the Caribbean. Inter-American Development Bank, October 2009. http://dx.doi.org/10.18235/0006787.

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The purpose of this paper, the fourth chapter in a series of discussion papers on private sector development, is to examine issues that are central to financial market development in the Caribbean region. This report identifies factors that are required for financial markets to function effectively and describes policy options that could be implemented in the Caribbean to make financing more widely available.

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Lenhardt, Amanda. Private Sector Development Finance to Support the ‘Missing Middle’. Institute of Development Studies, January 2021. http://dx.doi.org/10.19088/k4d.2021.106.

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Evidence indicates that business support to small and medium enterprises (SMEs) in lower middle-income countries (LMICs) can improve firms’ performance, create jobs, and have a positive effect on labour productivity (Piza et al., 2016). The impacts of some approaches to private sector finance such as traditional loans, grants and technical assistance have been studied empirically, but there is limited evidence of the impacts of non-traditional and innovative financing instruments (Mallen & Bungey, 2019; Piza et al., 2016). Studies of financial instruments to support SMEs in LICs and LMICs

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Mooney, Henry, David Rosenblatt, Monique Graham, Natasha Richardson, María Cecilia Acevedo, Stefano Pereira, Khamal Clayton, Cloe Ortiz de Mendívil, and Victor Gauto. Caribbean Economics Quarterly: Volume 11, Issue 2: Finance for Firms: Options for Improving Access and Inclusion. Inter-American Development Bank, July 2022. http://dx.doi.org/10.18235/0004392.

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This edition of the Caribbean Economics Quarterly (Q2-2022) is a collaboration between the IDBs Caribbean Country Department and IDB Invest, which focuses on firms access to finance. The report begins by considering both the nature and history of the regions financial sector development, highlighting key measures of financial access and adequacy. It then leverages enterprise survey data developed by the Compete Caribbean partnership to assess legacy and emerging challenges facing firms from across the region, including those owned and/or operated by women. Newly available data from 2020 are co

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Bulmer-Thomas, Victor. Belize's Regional Integration Options: Guatemala and Mexico. Inter-American Development Bank, June 2017. http://dx.doi.org/10.18235/0009368.

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Export-led growth is the most sustainable way for Belize to raise its long-run rate of growth of GDP per head to meet the aspirations of its people and to put external debt servicing on a more secure basis. Expanding exports of goods and services to Guatemala and Mexico would be a useful step in this direction. This can be done by emphasizing tourism and non-travel services to Guatemala and Mexico which could help to increase the value of exports. Other services, such as transport, business outsourcing and finance, also have potential for expansion. Key recommendations to promote trade with Gu

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Muelaner, Jody E. Decarbonized Fuel Options for Civil Aviation. 400 Commonwealth Drive, Warrendale, PA, United States: SAE International, June 2023. http://dx.doi.org/10.4271/epr2023012.

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<div class="section abstract"><div class="htmlview paragraph">Drop-in replacement biofuels and electrofuels can provide net-zero CO2 emissions with dramatic reductions in contrail formation. Biofuels must transition to second-generation cellulosic feedstocks while improving land and soil management. Electrofuels, or "e-fuels,” require aggressive cost reduction in hydrogen production, carbon capture, and fuel synthesis. Hydrogen has great potential for energy efficiency, cost reduction, and emissions reduction; however, its low density (even in liquid form) combined with it’s extrem

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Hillier, Debbie. Facing Risk: Options and challenges in ensuring that climate/disaster risk finance and insurance deliver for poor people. Oxfam, April 2018. http://dx.doi.org/10.21201/2017.2258.

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Lenhardt, Amanda. Development Finance for Socioeconomic Programming in Response to Covid-19. Institute of Development Studies (IDS), November 2021. http://dx.doi.org/10.19088/cc.2021.009.

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The Covid-19 crisis led multilateral and bilateral donors to revise their funding strategies to respond to the crisis and to adapt existing programming to the new context it created. This resulted in changes to overall allocations, with some countries increasing aid commitments and institutions like the World Bank scaling up lending to low- and middle-income countries while others have cut aid budgets due to low economic growth and demands on domestic resources at home. Changes in aid volumes and disbursal mechanisms are anticipated to have significant impacts on low- and middle-income countri

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