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Options and Options Pricing Models

  • Fahed MostafaEmail author
  • Tharam Dillon
  • Elizabeth Chang
Chapter
Part of the Studies in Computational Intelligence book series (SCI, volume 697)

Abstract

An option is a contract between two parties, the buyer and seller. The buyer purchases from the seller the right but not the obligation to buy or sell an asset at a fixed price in a given time frame. The buyer has to pay the seller a fee (premium) for the purchase of the option.

Keywords

Option Price Call Option Implied Volatility Asset Return Risk Free Rate 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  1. 1.Department of Computer Science and Computer EngineeringLa Trobe UniversityBundooraAustralia
  2. 2.School of BusinessUniversity of New South WalesCanberra, ACTAustralia

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