Essays about: "in-the-money"

Showing result 16 - 17 of 17 essays containing the word in-the-money.

  1. 16. Black-Scholes Option Pricing Formula - An empirical study

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Martin Gustafsson; Erik Mörck; [2010-02-12T08:35:53Z]
    Keywords : Black and Scholes; call option; put option; option pricing; volatility; price difference; pricing error; moneyness; at-the-money; in-the-money; out-of-the-money; deep-in-the-money; deep-out-of-the-money; dividend; risk free interest rate; time to expiry; standard deviation; correlation coefficient; Least-Squares Linear Regression Analysis.;

    Abstract : Purpose: The purpose of this study is to empirically test the accuracy of the Black and Scholes model by examining the difference between theoretical prices predicted by the model and actual market prices. We will also try to determine whether the accuracy of the model varies with the time left to expiration or the moneyness of an option. READ MORE

  3. 17. Mortgage Lending Rate Pass-Through & Asymmetry on the Swedish Retail Banking Market

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Beatrice Perlman; Sofia Lindh; [2008]
    Keywords : Mortgage lending rate; Pass-through effect; Interest rate asymmetry; Error correction framework;

    Abstract : The main objective of the Swedish central bank is to maintain price stability in the Swedish economy through the use of monetary policy. The success of the policy is decided by the transmission to society. READ MORE