Filter by Categories
Accounting
Banking

European Futures Call Option

A European futures option that grants the holder the right, without the obligation, to buy the underlying futures contract. The…

European Futures Option

A futures option that can be exercised only at expiration date. This type of options provides investors with no flexibility...

European Futures Put Option

A European futures option that grants the holder the right, without the obligation, to sell the underlying futures contract. The...

Black’s Model For Valuing Futures Options

An option pricing model that is used to value European futures options. This model was first developed by Fischer Black...