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Tag Archives: Options
Capital Guaranteed Products
Capital Guaranteed Products In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2023) explains how capital guaranteed products are built. Motivation for investing in capital-guaranteed products In order to invest the surplus of the … Continue reading →
Forex exchange markets
Forex exchange markets In this article, Nakul PANJABI (ESSEC Business School, Grande Ecole Program – Master in Management, 2021-2024) explains how the foreign exchange markets work. Forex Market Forex trading can be simply defined as exchange of a unit of … Continue reading →
Posted in Contributors, Financial techniques
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Tagged Currency swaps, Forex, Forward, Futures, Options
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Reverse Convertibles
Reverse Convertibles In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2023) explains reverse convertibles, which are a structured product with a fixed-rate coupon and downside risk. Introduction The financial market has been ever … Continue reading →
Posted in Contributors, Financial techniques
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Tagged Financial markets, Options, Reverse convertibles, Structured products
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Pricing barrier options with simulations and sensitivity analysis with Greeks
Pricing barrier options with simulations and sensitivity analysis with Greeks In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2023) explains the pricing of barrier options with Monte-Carlo simulations and the sensitivity analysis of … Continue reading →
Posted in Contributors, Financial techniques
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Tagged Barrier options, down-and-in, down-and-out, Monte carlo simulations, Option pricing, Options, R file, up-and-in, up-and-out
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Pricing barrier options with analytical formulas
Pricing barrier options with analytical formulas As is mentioned in the previous post, the frequency of monitoring is one of the determinants of the price of a barrier option. The higher the frequency, the more likely a barrier event would … Continue reading →
Posted in Contributors, Financial techniques
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Tagged Barrier options, down-and-in, down-and-out, Monte carlo simulations, Option pricing, Options, R file, up-and-in, up-and-out
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Barrier options
Barrier options In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2023) explains barrier options which are the most traded exotic options in derivatives markets. Description Barrier options are path dependent. Their payoffs are … Continue reading →
Posted in Contributors, Financial techniques
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Tagged Barrier options, down-and-in, down-and-out, Monte carlo simulations, Options, R file, up-and-in, up-and-out
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Implied Volatility
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) explains how implied volatility is computed from option market prices and a option pricing model. Introduction Volatility is a measure of fluctuations observed in … Continue reading →
Posted in Contributors, Financial techniques
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Tagged Brownian motion, BSM, Call option, Implied volatility, Options, Put option, Risk, Volatility
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Black-Scholes-Merton option pricing model
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) explains the Black-Scholes-Merton model to price options. The Black-Scholes-Merton model (or the BSM model) is the world’s most popular option pricing model. Developed in … Continue reading →
Posted in Contributors, Financial techniques
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Tagged Brownian motion, BSM model, Call option, Derivatives, Option pricing, Options, Put option
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Protective Put
Protective Put This article written by Akshit GUPTA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) presents the concept of protective put using option contracts. Introduction Hedging is a strategy implemented by investors to reduce the risk … Continue reading →
Posted in Contributors, Financial techniques
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Tagged Derivatives, Options, protective put, Put option
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Straddle and strangle strategy
Straddle and Strangle This article written by Akshit GUPTA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) presents the strategies of straddle and strangle based on options. Introduction In financial markets, hedging is implemented by investors to … Continue reading →
Posted in Contributors, Culture, Financial techniques
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Tagged BSM model, Derivatives, Options, Straddle, Strangle
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