11
Options
“As with insurance premiums, assuming that option sellers can accurately assess the probability of each possible outcome, their total payments out on expiry of a portfolio of options sold should approximate to the premiums received. Option pricing theory therefore depends on assessing these probabilities.”
The ideas behind option pricing
OTC options vs. exchange-traded options
Credit derivatives, synthetic CDOs and first-to-default baskets
Where you see the WWW icon in the following, this calculation is available already programmed ...
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