Finance & Business
The Big Mac index 2009 compares the price of a Big Mac sandwich across countries. The Big Mac 2009 index published by the Economist is a lighthearted guide to valuing currencies. The Big Mac index 2009 is not the best indicator of international comparison but it can provide some clues.
How to tax the economic stimulus rebate check that you received last year? The deadline for tax returns is approaching, and if you need to know how to tax or how to pay taxes on the economic stimulus rebate check that you received last year, you can find the answer to your question below.
Option theta is one of the sensitivity parameters used in option theory to measure responsiveness of an option to change in time. Option theta is often represented by Greek symbol Θ. Option theta belongs to a group of option sensitivity parameters together called "Greeks".
Option vega, represented by Greek symbol ν (nu), is a mathematical tool used to capture the responsiveness of option value to changes in the volatility of option's underlying asset's value. In other words, option vega is option's sensitivity to fluctuations in the underlying asset price.
Option gamma, often expressed using the Greek letter Γ, is a mathematical tool used in the option theory to explain the relationship between the value of an option and the price of the underlying asset. Option gamma is the option's sensitivity to change in the sensitivity of the option value to changes in the underlying asset price.
The calculator below relates to the Black-Scholes model which is explained in detail on the Black-Scholes model page. You can use this calculator to find the value of a European call option using the Black-Scholes formula. This model is subject to assumptions discussed on the Black-Scholes model assumptions page.
The Black-Scholes Option Pricing Model is an approach used for calculating the value of a stock option. It can be used to calculate values of both call and put options. The Black-Scholes model is described in detail at this page: Black-Scholes model. This page provides an overview of assumptions underlying the Black-Scholes model.
The Black-Scholes model is a tool for pricing equity options. The Black-Scholes model, often also called using its full name Black-Scholes Option Pricing Model, is an approach for calculating the value of a stock option, let it be a call option or a put option.
Put-call parity is a financial relationship between the price of a put option and a call option. The put-call parity is a concept related to European call and put options. The put-call parity is an option pricing concept that requires the values of call and put options to be in equilibrium to prevent arbitrage.
Quantitative Strategic Planning Matrix (QSPM) is a high-level strategic management approach for evaluating possible strategies. Quantitative Strategic Planning Matrix or a QSPM provides an analytical method for comparing feasible alternative actions. The QSPM method falls within so-called stage 3 of the strategy formulation analytical framework.