Options Pricing – Pricing American Options – Calls and Puts – Spreadsheet implementation – Binomial trees
2 mins read Pricing American Call Option Assume the same parameters used for pricing for the European call. The adjustment will be made
2 mins read Pricing American Call Option Assume the same parameters used for pricing for the European call. The adjustment will be made
4 mins read Swaps This is an agreement between two parties, usually institutions, to exchange cash flows according to a predefined calculation at
3 mins read Futures Contracts These are contracts where the buyer/ holder of the contract agrees to purchase while the seller / writer
3 mins read These are contracts where the buyer/ holder of the contract agrees to purchase while the seller / writer of the
3 mins read Exotic Options can be path dependent or correlation based. Path-dependent options are dependent on the route prices of the underlying
2 mins read Interest Rate Options The payoffs under these options are dependent of the level of interest rates. Bond Options This is