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Clifford S. Ang ()
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Clifford S. Ang: Compass Lexecon

Chapter 9 in Analyzing Financial Data and Implementing Financial Models Using R, 2015, pp 303-331 from Springer

Abstract: Abstract This chapter demonstrates how to analyze options data. We show to implement the Black-Scholes-Merton and Binomial Options Pricing Models. We also show how to calculate the Greeks.

Keywords: Stock Price; Option Price; Call Option; Implied Volatility; Strike Price (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-319-14075-9_9

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DOI: 10.1007/978-3-319-14075-9_9

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