Slide 1Copyright Power Financial Group http://www.poweropt.com/oxp2/ 1 Picking the Magic Strike Price Ernie Zerenner President Power Financial Group, Inc. PowerOptions –…

Slide 1THE VOLATILITY SKEW By Christina Lee and Ivana Lee Slide 2 OVERVIEW Volatility Skew Black-Scholes Model Types of Volatility Skews Volatility Smile Volatility Smirks…

1. OPTIONS, CAPS, FLOORS AND MORE COMPLEX SWAPS Chapter 11 Bank ManagementBank Management, 5th edition.5th edition. Timothy W. Koch and S. Scott MacDonaldTimothy W. Koch…

Options & Different Strategies of Options RBA Instructor: M.Jibran Sheikh Contact : [email protected] * Determinants of Option Value The value of an option…

Slide 1 Slide 2 Making CfDs work for renewable generators This is in two parts. 1 st - a brief introduction to the Green Power Auction Market. 2 nd - gives more detail on…

Financial Derivatives Section 4 Introduction to Option Pricing Michail Anthropelos [email protected] http://web.xrh.unipi.gr/faculty/anthropelos/ University of Piraeus…