Showing 21 - 40 results of 50 for search '"Black model"', query time: 4.48s Refine Results
  1. 21
    Crude Oil Option Market Parameters and Their Impact on the Cost of Hedging by Long Strap Strategy
    by Bartosz Łamasz, Natalia Iwaszczuk
    Published 2019-11-01
    “... and time to expiration. The theoretical aspect consisted in using the Black model to calculate the value...”
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    Article
  2. 22
    The Empirical Analysis of Volatility Smile in Taiwan Options Market
    by Jia-Syun Li, 李佳勳
    Published 2013
    “... is estimated by the Black model. We use the daily data of Taiwan Stock Index Options as trading objectives...”
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  3. 23
    Sedimentation behavior of the carbon black suspensions in centrifugal fields studied using STEP technology
    by YU XIANG JIAN, 簡郁翔
    Published 2013
    “... with nanoparticles. Nanoparticles are used as conductive carbon black, model Vulcan XC-72. The object of study...”
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    Others
  4. 24
    The Pricing of Bond Derivative Financial Product∼An Application of Financial Engineering In Far-East Textile No.62 Corporate Bond
    by Fang, Kuo-Jong, 方國榮
    Published 1997
    “... and Black model. (3)Under computer simulation, the Cap and Floor prices...”
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  5. 25
    Two essays on stock markets
    by Dong, Wei, 董炜
    Published 2013
    “... on the Treynor and Black model. We focus on constituents of S&P 500 index as our sample universe. During...”
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  6. 26
    Using subsidized put options to replace the federal price and income support programs for corn
    by Riley, John P.
    Published 2014
    “... of using futures and options contracts to replace current farm programs. The study uses the Black model...”
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    Others
  7. 27
    波動度與中國結構型商品之分析
    “...之波動度，接著估計出固定期交換率之凸性調整項(Convexity Adjustment, CA)，進而求算出固定期利率交換之價差的模型價格，並與利用Black模型(Black Model)所進行的波動...”
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  8. 28
    The Libor market model and its calibration to the South African market
    by Klynsmith, Kepler Vincent
    Published 2013
    “... of vanilla interest rate options in the South African market, is the standard Black model with some mechanism...”
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  9. 29
    Active portfolio management adapted for the emerging markets
    by Nam, Dohyen
    Published 2011
    “... for active portfolio management to implement alpha generating strategy: Treynor- Black Model and Black...”
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    Others
  10. 30
    Flexible electrothermal film heaters based on nanocarbon /PEDOT : PSS composites
    by HSIEH, YU-LUN, 謝雨倫
    Published 2019
    “... of electrothermal film heater, four different kinds of nanocarbon materials, including commercial carbon black...”
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    Others
  11. 31
    Fashion models and women's body image : differences in perceived media effects between black and whites
    by Morrison, Glenda
    Published 1998
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  12. 32
    [pt] APREÇAMENTO DE OPÇÕES DE FUTURO DE DI UTILIZANDO O MODELO HJM
    by JOAO FABIO FRANCO FERREIRA
    Published 2012
    “...-Lee, with the option reference premium released by BMandFBovespa, which uses the Black model nowadays...”
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  13. 33
    Forecasting Performance of the Volaility Models for Taiwan Stock Index Options －An Application of DM Tests
    by Lin Jia -Yu, 林嘉裕
    Published 2004
    “.... Second, we use the Black model to substitute for the Black-Scholes (B-S) model to compute implied...”
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    Others
  14. 34
    Electromigration in Gold Interconnects
    Published 2013
    “...-normal distributions and Black's model was found to be applicable. An activation energy of 0.80 ± 0.05 eV...”
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    Doctoral Thesis
  15. 35
    PRICING DI FUTURE OPTIONS USING THE HJM MODEL
    by JOAO FABIO FRANCO FERREIRA
    Published 2011
    “..., with the option reference premium released by BMandFBovespa, which uses the Black model nowadays. From October...”
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  16. 36
    Métodos para replicação de índices: revisão e aplicação ao IBOVESPA
    by Sheng, Hsia Hua
    Published 2010
    “... replication, minimum global variance portfolio, Black model and square minimization with short selling...”
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  17. 37
    Bias in Online Recruitment and Retention of Racial and Ethnic Minority Men Who Have Sex With Men
    “... for advertisements displaying a black model versus a white model (adjusted odds ratio [OR] = 1.83, 95% confidence...”
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    Article
  18. 38
    Opções de índices de taxa de juros: um comparativo de metodologias de precificação aplicado ao mercado brasileiro
    by Rosina, Rodolfo
    Published 2018
    “... are those of Heath-Jarrow-Merton with jumps of Musiela (1994) and Black Model with expectations of the COPOM...”
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  19. 39
    Proportions of the aesthetic African-Caribbean face: idealized ratios, comparison with the golden proportion and perceptions of attractiveness
    “... of this investigation was to assess facial ratios of professional black models and to compare the ratios with the golden...”
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    Article
  20. 40
    The Hurst parameter and option pricing with fractional Brownian motion
    by Ostaszewicz, Anna Julia
    Published 2013
    “... returns. Three fractional Black-Scholes (Black) models were investigated where the underlying is assumed...”
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