برچسب: stock price
5 / 0
INTRODUCTION TO ARBITRAGE PRICING OF FINANCIAL DERIVATIVES
that is {{g(ST ) =½ST ¡ K if ST > K (option is exercised),0 if ST · K (option is abandoned).}} In fact, if at the expiry date T the stock price is lower than the strike price, the holder of the call option can purchase an underlying stock directly on a spot (i.e., cash) […]
برچسب: stock price
5 / 0
Ito And Hashimoto-High-Frequency Contagion Of Currency Crises In Asia
Currency Crises Using daily data for the period of Asian \Currency Crises, this paper examines high – frequency contagious effects among Asian six countries. In this paper, w e distinguishes “origin” (o f exchange rate depreciation, o r decline in stock prices) and “affected” (currencies, o r stock prices) in a sense that the origin […]
برچسب: stock price
5 / 0
Market Making and Reversal on the Stock Exchange
Market Making and Reversal on the Stock Exchange The accurate record of stock market ticker prices displays striking properties of dependence. We find for example that after a decline of 1/8 of a point between transactions, an advance on the next transaction is three times as likely as a decline. Further examinations disclose that after […]
برچسب: stock price
5 / 0
Single Stock Futures
In finance,a single-stock future is a type of futures contracts between two parties to exchange a specified number of stocks in a company for a price agreed today (the futures price or the strike price) with delivery occurring at a specified future date, the delivery date. The contracts are traded on a futures exchange. The […]
برچسب: stock price
5 / 0
Steven Bolten – Stock Market Cycles
Anyone who wants to understand stock market cycles and develop a focused, thoughtful, and solidly grounded valuation approach to the stock market must read this book. Bolten explains the causes and patterns of the cycles and identifies the causes of stock price changes. He identifies the sources of risks in the stock market and in […]