Computation of implied dividend based on option market data
cannot deal with the dividend payment, so we use Wilmott’s model which is an improvement of the Black-Scholes model to include the discrete dividend. Sometimes, the announcement of the amount of dividend payment and the ex-dividend date cannot be obtained by the investors. At this time, the dividend is implied. To calculate the implied ... ................
................
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related download
- guide to calculation methods for the ftse jse africa index series
- total return index calculation methodology
- guide to calculation methods for the ftse uk index series
- option greeks edu
- basic convertible bonds calculations
- computation of implied dividend based on option market data
- 11 ratios every credit union professional should know
- current yield calculation
- put call parity with known dividend c p s div x
- determination of forward and futures prices
Related searches
- based on or based upon
- based on versus based upon
- based on or based off
- wsj market data dividend announcements
- based on vs based off
- based on or based upon grammar
- based on vs based upon
- based on or based from
- map of us based on population density
- calculate age based on date of birth
- computation of equivalent units
- based on the model of primary leadership skills figure 5 1 how would you de