8. Options Applied

  1. Charles S. Tapiero

Published Online: 6 DEC 2011

DOI: 10.1002/9781118268155.ch8

Risk Finance and Asset Pricing: Value, Measurements, and Markets

Risk Finance and Asset Pricing: Value, Measurements, and Markets

How to Cite

Tapiero, C. S. (2010) Options Applied, in Risk Finance and Asset Pricing: Value, Measurements, and Markets, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118268155.ch8

Publication History

  1. Published Online: 6 DEC 2011
  2. Published Print: 20 SEP 2010

ISBN Information

Print ISBN: 9780470549469

Online ISBN: 9781118268155

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Keywords:

  • Arrow-Debreu theory;
  • financial market;
  • financial contracts;
  • trading strategies;
  • risk-free discount rate

Summary

This chapter contains sections titled:

  • Overview

  • Option Applications

  • Problem 8.1: Pricing a Multiperiod Forward

  • Example: Options Implied Insurance Pricing

  • Random Volatility and Options Pricing

  • Real Assets and Real Options

  • The Black-Scholes Vanilla Option

  • The Greeks and Their Applications

  • Summary