Lecture notes and papers on Options

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Vanilla Option (0)	Exchange Option (0)
Spread Option (7)	Correlation Option (0)
American Option (16)	Barrier Option (9)
Compound Option (1)	Bermudan Option (4)
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Papers and slides on derivatives

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Submitter: Synapse Comments (0) Rate it... Rating Saved!	Published: Thu, 17-Feb-2011

Visit Link Description: Presented by: Dr Ulrich Nogel and Professor Alexander Szimayer Discuss this paper (No registration is required)	ICRA: RP - Rating Pending linked: 166 times Rating: (0 Votes)

Practicalities of Pricing Exotic Derivatives

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Submitter: vanna Comments (0) Rate it... Rating Saved!	Published: Tue, 23-Nov-2010

Visit Link Description: presentation by John Crosby Discuss this paper (No registration is required)	ICRA: RP - Rating Pending linked: 312 times Rating: (0 Votes)

Derivatives-THE TOOLS THAT CHANGED FINANCE

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Submitter: vanna Comments (0) Rate it... Rating Saved!	Published: Thu, 14-Oct-2010

Visit Link Description: a book kindly made freely available by Phelim Boyle & Feidhlim Boyle Preface xi 1 Introduction 1 2 Markets and Products 15 3 Why there are No Free Lunches 37 4 Pricing by Replication 49 5 The Quest for the Option Formula 71 6 How Firms Hedge 95 7 How Investors use Derivatives 115 8 Disasters: Divine Results Racked by Human Recklessness 135 9 Credit Risk 155 10 Financial Engineering: Some Tools of the Trade 177 Discuss this paper (No registration is required)	ICRA: EC - Early Childhood linked: 227 times Rating: (0 Votes)

Pricing Multivariate Options by Monte Carlo Simulation

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Submitter: dcagatay Comments (0) Rate it... Rating Saved!	Published: Fri, 09-Jul-2010

Visit Link Description: Here is a project that I do on Multivariate Options. All codes are in R. Exchange, Extreme and Basket Options (European & American) are included. Çağatay Dağıstan Discuss this paper (No registration is required)	ICRA: M - Mature linked: 814 times Rating: (4 Votes)

Equity- Interest Rate Hybrid

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Submitter: lech Comments (0) Rate it... Rating Saved!	Published: Wed, 05-Nov-2008

Visit Link Description: Article on how to combine Equity-Interest rates, such that smiles on both are preserved. Discuss this paper (No registration is required)	ICRA: E - Everyone linked: 545 times Rating: (0 Votes)

Minimizing the risk of a financial product using a put option

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Submitter: vanna Comments (0) Rate it... Rating Saved!	Published: Sat, 03-May-2008

Visit Link Description: prsenetation by G. Deelstra M. Vanmaele D. Vyncke Risk measures Some well-known risk measures The hedging problem Loss function Risk minimization Multiple risks Convex order, general inverse and comonotonicity Comonotonic sum Non-comonotonic sum Two-additive-factor Gaussian model G2++ Discuss this paper (No registration is required)	ICRA: EC - Early Childhood linked: 294 times Rating: (0 Votes)

Itos Calculus and the Derivation of the Black-Scholes Option-Pricing Model

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Submitter: vanna Comments (0) Rate it... Rating Saved!	Published: Tue, 23-Nov-2010

Visit Link Description: by George Chalamandaris The purpose of this paper is to develop certain relatively recent mathematical discoveries known generally as stochastic calculus, or more specifically as It Discuss this paper (No registration is required)	ICRA: RP - Rating Pending linked: 578 times Rating: (5 Votes)

OPTIONS MARKETS: AN INTEGRATIVE APPROACH

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Submitter: vanna Comments (0) Rate it... Rating Saved!	Published: Fri, 25-Apr-2008

Visit Link Description: by George M. Constantinides and Anastasios G. Malliaris Discuss this paper (No registration is required)	ICRA: EC - Early Childhood linked: 325 times Rating: (0 Votes)

What is Black-Scholes And why should I care?

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Submitter: vanna Comments (0) Rate it... Rating Saved!	Published: Tue, 07-Aug-2007

Visit Link Description: Presentation by Mary Hardy Discuss this paper (No registration is required)	ICRA: EC - Early Childhood linked: 439 times Rating: (0 Votes)

The Derivatives-on-Line Pages

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Submitter: vanna Comments (0) Rate it... Rating Saved!	Published: Sun, 17-Jun-2007

Visit Link Description: Maintained by Kyriakos Chourdakis, QM University of London. Discuss this paper (No registration is required)	ICRA: EC - Early Childhood linked: 317 times Rating: (0 Votes)

Derivatives

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Submitter: vanna Comments (0) Rate it... Rating Saved!	Published: Sun, 17-Jun-2007

Visit Link Description: Carl-Henrik Lindberg and Johan Symmons Table of Contents 1 Introduction 1 1.1 BACKGROUND 1 1.2 PROBLEM BACKGROUND 2 1.3 PURPOSE 3 1.4 DELIMITATIONS 3 1.5 TARGET AUDIENCE 3 1.6 PROCEDURE 3 1.7 DISPOSITION AND READING INSTRUCTIONS 4 2 OMX 6 2.1 THE COMPANY Discuss this paper (No registration is required)	ICRA: EC - Early Childhood linked: 380 times Rating: (0 Votes)

The boy

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Submitter: vanna Comments (0) Rate it... Rating Saved!	Published: Sun, 17-Jun-2007

Visit Link Description: Interesting article by Derman.. Models are toy replicas of reality. Understand their essence, is Emanuel Derman Discuss this paper (No registration is required)	ICRA: EC - Early Childhood linked: 379 times Rating: (0 Votes)

Exotic Swaps and Options

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Submitter: vanna Comments (0) Rate it... Rating Saved!	Published: Fri, 20-Apr-2007

Visit Link Description: Dr.Graeme West nice notes on compund , asian, barrier, himalayan, napolean exotic options Discuss this paper (No registration is required)	ICRA: EC - Early Childhood linked: 948 times Rating: (0 Votes)