Derivative Pricing, Black Scholes Equation, Binomial Trees – Calculation reference
< 1 min read Black Scholes, Derivative Pricing and Binomial Trees 1. Black Scholes Formula a. Call Option price (c) b. Put Option price
< 1 min read Black Scholes, Derivative Pricing and Binomial Trees 1. Black Scholes Formula a. Call Option price (c) b. Put Option price
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