Essays on Option Pricing and Trading
Author | : Mikael Vikström |
Publisher | : |
Total Pages | : 134 |
Release | : 2001 |
Genre | : Approximation theory |
ISBN | : 9789515556967 |
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Author | : Mikael Vikström |
Publisher | : |
Total Pages | : 134 |
Release | : 2001 |
Genre | : Approximation theory |
ISBN | : 9789515556967 |
Author | : Iván Blanco |
Publisher | : Ed. Universidad de Cantabria |
Total Pages | : 90 |
Release | : 2019-02-15 |
Genre | : Business & Economics |
ISBN | : 8481028770 |
Do financial derivatives enhance or impede innovation? We aim to answer this question by examining the relationship between equity options markets and standard measures of firm innovation. Our baseline results show that firms with more options trading activity generate more patents and patent citations per dollar of R&D invested. We then investigate how more active options markets affect firms' innovation strategy. Our results suggest that firms with greater trading activity pursue a more creative, diverse and risky innovation strategy. We discuss potential underlying mechanisms and show that options appear to mitigate managerial career concerns that would induce managers to take actions that boost short-term performance measures. Finally, using several econometric specifications that try to account for the potential endogeneity of options trading, we argue that the positive effect of options trading on firm innovation is causal.
Author | : Yan Feng |
Publisher | : |
Total Pages | : 156 |
Release | : 2013 |
Genre | : |
ISBN | : 9781303532733 |
F. Black (1975) in his seminal paper "Fact and Fantasy in the use of options" mentioned a number of fantasies that widely spread in the options markets. Since Black's (1975) paper was published, there were significant changes and innovations in the options markets. The purpose of this paper is to address some of the pricing and trading aspects in the options markets.
Author | : Sheldon Natenberg |
Publisher | : McGraw Hill Professional |
Total Pages | : 484 |
Release | : 1994-08-22 |
Genre | : Business & Economics |
ISBN | : 0071508015 |
One of the most widely read books among active option traders around the world, Option Volatility & Pricing has been completely updated to reflect the most current developments and trends in option products and trading strategies. Featuring: Pricing models Volatility considerations Basic and advanced trading strategies Risk management techniques And more! Written in a clear, easy-to-understand fashion, Option Volatility & Pricing points out the key concepts essential to successful trading. Drawing on his experience as a professional trader, author Sheldon Natenberg examines both the theory and reality of option trading. He presents the foundations of option theory explaining how this theory can be used to identify and exploit trading opportunities. Option Volatility & Pricing teaches you to use a wide variety of trading strategies and shows you how to select the strategy that best fits your view of market conditions and individual risk tolerance. New sections include: Expanded coverage of stock option Strategies for stock index futures and options A broader, more in-depth discussion volatility Analysis of volatility skews Intermarket spreading with options