Concepedia

Concept

option pricing

Parents

6.8K

Publications

533.7K

Citations

7.8K

Authors

2.2K

Institutions

About

Option pricing is a core area within financial economics focused on developing and applying mathematical and statistical models to determine the theoretical fair value of financial options contracts. It investigates the complex interplay of various market parameters, including the underlying asset's price dynamics, volatility, time to expiration, risk-free interest rates, and anticipated dividends, and is fundamental for informed decision-making in financial trading, portfolio management, and risk hedging strategies.

Top Authors

Rankings shown are based on concept H-Index.

PC

New York University

DB

University of Maryland, College Park

PF

University of Waterloo

MB

Columbia University

RE

Vanderbilt University

Top Institutions

Rankings shown are based on concept H-Index.

Columbia University

New York, United States

New York University

New York, United States

University of Hong Kong

Pok Fu Lam, Hong Kong

University of Toronto

Toronto, Canada

Stanford University

Stanford, United States