SearchSearch entire siteSearch Learning & Events Your search for "option pricing models" returned: 14Introduction to Option Pricing Theoryprice of its underlying asset. Although graphical models are used to detail the fundamental framework behind pricing, there is no attempt to derive precise option values. … http://www.cfainstitute.org/learning/products/onlinelearning/Pages/52168.aspxThe Impact of Liquidity on Option PricesOption-Pricing (Valuation) ModelsThe Regulation of Option MarketsVolatility Issues … Robin K. Chou San-Lin Chung Yu-Jen Hsiao Yaw-Huei Wang … Members, log in to record your credits. … http://www.cfainstitute.org/learning/products/publications/dig/Pages/dig.v42.n1.35.aspxThe Pricing of Idiosyncratic Risk: Evidence from the Implied Volatility DistributionS&P 100 Index stock returns and option-implied volatilities, the author finds an average … and Types of RiskHistorical Record of Equity Risk and Return PerformanceAsset-Pricing Models … http://www.cfainstitute.org/learning/products/publications/dig/Pages/dig.v42.n4.24.aspxAn IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Optionsvalue of employee stock options. Standard option pricing models do not incorporate unique features of … Corporate FinanceEquity InvestmentsFinancial Statement Analysis … http://www.cfainstitute.org/learning/products/publications/dig/Pages/dig.v36.n3.4210.aspxMeasuring Historical Volatilitybe used instead of the more calculation-intensive alternatives as in option-pricing models. … Although the capital asset pricing model (CAPM) is the most ... More … http://www.cfainstitute.org/learning/products/publications/dig/Pages/dig.v37.n1.4488.aspxEasy Gram–Charlier Valuations of OptionsOption-Pricing (Valuation) ModelsThe Black Model for Pricing Options on Forwards/Futures … Although the capital asset pricing model (CAPM) is the most ... More … http://www.cfainstitute.org/learning/products/publications/dig/Pages/dig.v43.n2.41.aspxThe Physics of Wall Street: A Brief History of Predicting the Unpredictable (a review)The author argues that given the proven track record of applying ideas developed in physics to finance, it is time to do it again … Asset-Pricing ModelsOption-Pricing (Valuation) Models … http://www.cfainstitute.org/learning/products/publications/br/Pages/br.v8.n1.4.aspxPeter L. Bernstein on RiskBernstein, risk management, crisis, option, bookstabler, black, scholes, merton … In this webcast, Peter L. Bernstein discusses … Option-Pricing (Valuation) ModelsFundamental Framework … http://www.cfainstitute.org/learning/products/multimedia/Pages/27194.aspxPractical Issues in Forecasting Volatilityreturns. The survey found that option-implied volatility provides more accurate forecasts than time-series models. Among the time-series models, no model is a clear winner, although … http://www.cfainstitute.org/learning/products/publications/faj/Pages/faj.v61.n1.2683.aspxPractical Issues in Forecasting Volatilityreturns. The survey found that option-implied volatility provides more accurate forecasts than time-series models. Among the time-series models, no model is a clear winner, although … http://www.cfainstitute.org/learning/products/publications/dig/Pages/dig.v35.n2.1680.aspx 1-10 of 14 results 12 Next