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Search results for 'pricing of'

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  1. Probability in Finance - IV: The Vanna-Volga Method

    Authors: Virmani, Vineet;

    Reference No: F&A0531TEC Pages: 21 Published on: 5, February, 2016

    Abstract: This note describes the intuition and the mathematics behind the Vanna-Volga method for pricing derivatives in the foreign-exchange markets. After building the intuition through the lens of risk neutral density and movement in volatility smile, the note explains the mathematics of the necessary adjustment to the Black-Scholes valuation formula in ... More

  2. Copying Services Department

    Authors: Rao, Sreenivas S;

    Reference No: BP0193 Pages: 13 Published on: 1, January, 1985

    Abstract: Deals with the problems of a department set up to reproduce teaching materials for an educational organization. It focuses on the issues of managing the operations, purchasing new equipment and modernization, and pricing. The case is useful for highlighting the need for a problemsolving orientation, and evolving controls for ... More

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