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Social and Behavioral Sciences Commons

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Full-Text Articles in Social and Behavioral Sciences

Coo2 Bhanga Munda Data, Asli Ascioglu, Padma Kadiyala Nov 2021

Coo2 Bhanga Munda Data, Asli Ascioglu, Padma Kadiyala

Finance Department Faculty Journal Articles

No abstract provided.


An Exploration In The Tools Of Options Pricing - Data, Ryan Hinson, Chris Schroeder Apr 2021

An Exploration In The Tools Of Options Pricing - Data, Ryan Hinson, Chris Schroeder

2021 Celebration of Student Scholarship - Oral Presentations

Stock options can be a useful tool in any investor’s portfolio. They allow the skilled investor to increase their leverage and possibility for a higher payout with less risk. However, they are only beneficial if the investor knows how to use them, and if they accurately reflect the price of the option. This presentation hopes to offer some insight into the binomial method of options pricing along with new adjustments to the model in hopes of reflecting a more accurate options price. This, along with the Monte Carlo simulation presented, will hopefully offer some insight into the mathematical investor’s toolbox.