Simplified option selection method

Vanderpal, G 2013, 'Simplified option selection method', Journal of Accounting and Finance, vol. 13, no. 2, pp. 87-91.

Document type: Journal Article
Collection: Journal Articles

Title Simplified option selection method
Author(s) Vanderpal, G
Year 2013
Journal name Journal of Accounting and Finance
Volume number 13
Issue number 2
Start page 87
End page 91
Total pages 5
Publisher North American Business Press
Abstract Options traders and investors utilize methods to price and select call and put options. The models and tools range from Black-Scholes, binomial & trinomial models, Adaptive Mesh model, and the "Greeks" also known as Delta, Gamma, Vega, Theta and Rho. These methods all provide measurements of risk, time and price sensitivities. Missing from practitioner and academic literature is premium cost versus time. This paper explores a simple method of choosing a call or put option based upon its cost per unit of time to assist in selecting options with similar strike prices and different time intervals of an options chain.
Subject Finance
ISSN 2158-3625
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Created: Thu, 15 Jun 2017, 08:51:00 EST by Catalyst Administrator
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