A stochastic process which describes the movements in the price of a derivative's underlying through time. In this process, the...
One of three types of adjustments that should be made to the forward value of the underlying variable in a...
An option contract that has another option contract as underlying. This product depends on volatility of volatility (vol-vol) and therefore...
A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...
It stands for Black-Scholes model; a valuation model which is used to price financial options under a number of simplistic...
A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...
An approximation procedure for valuing a call option on a dividend-paying share of stock. It was developed by Fischer Black...
A volatility value that is implied from an option pricing model (like the Black-Scholes model) representing the standard deviation of...
An option pricing model which assumes that the evolution of the underlying asset return follows the generalized autoregressive conditional heteroskedastic...
