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Issued on January 01 1970 par



Other articles
- Other Derivatives -
Warrants
Warrants are listed options issued by banks.
- Hedging -
Vega hedging : A first attempt
Hedging an option portfolio against implied volatility variation has to be linked with a portfolio management constraint.
- Other Derivatives -
Binary Option : A First Attempt
Binary options provide discret payoffs
- Pricing Models -
Black & Scholes : a first attempt
This is 'the' standard option pricing model
- Relationships Between Option Sensitivities -
Relationships Between Option Sensitivities - CHAPTER III
Relationships between sensitivities
- Hedging -
HEDGING - CHAPTER I
Principles