Tag Archives: Option

Types of exercise for option contracts

Types of exercise for option contracts This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the different types of exercise for option contracts. Introduction Exercising a call option contract means the purchase of the underlying … Continue reading

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Plain Vanilla Options

Plain Vanilla Options In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents plain vanilla options. Introduction An option contract is a financial derivative that gives its holder the right (but not the obligation) … Continue reading

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The Black Scholes Merton Model

The Black-Scholes-Merton model This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the Black-Scholes-Merton Model . Introduction Options are one of the most popular derivative contracts used by investors to hedge the risks of their … Continue reading

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Call – Put Parity

Call-Put Parity This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the subject of call-put parity. Introduction The call-put parity (also written the put-call parity) is a concept introduced in the 1960s by the economist … Continue reading

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Option Greeks – Theta

Option Greeks – Theta This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the technical subject of theta, the option Greek used in option pricing and hedging. Introduction Theta is a type of option Greek … Continue reading

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Option Greeks – Vega

Option Greeks – Vega This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the technical subject of vega, the option Greek used in option pricing and hedging. Introduction Vega is a type of option Greek … Continue reading

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Option greeks – Gamma

Option Greeks – Gamma This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the technical subject of gamma, the option Greek used in option hedging. Introduction Gamma is a type of option Greek which is … Continue reading

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Option Greeks – Delta

Option Greeks – Delta This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the technical subject of delta, the option Greek used in option pricing and hedging. Introduction Option Greeks are sophisticated financial metric used … Continue reading

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Understanding financial derivatives: options

In this article, Alexandre VERLET (ESSEC Business School, Master in Management, 2017-2021) explains why financial markets invented options and how they function. A historical perspective on options The history of options is surrounded by legends.. This story is linked to … Continue reading

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