Citations with the tag: OPTIONS (Finance)
Results 1 - 50
- New Britain, Conn., Working on $58M Pension Bond Swaption.
Piazza, Johanna // Bond Buyer; 2/28/2003, Vol. 343 Issue 31583, p56Reports on the plans of New Britain, Connecticut sell an option to do a synthetic floating-rate swap of $58 million in taxable pension obligation bonds sold in 1998. Controversy regarding the sale of the option; Credit ratings of the city; Significance of the options' sale for the city.
- Court: Currency options exempt from regulation.
Seiberg, Jaret // American Banker; 2/26/97, Vol. 162 Issue 38, p2No abstract available.
- PCS catastrophe options.
Seiberg, Jaret // Business Insurance; 01/26/98, Vol. 32 Issue 4, p23Presents statistical information on PCS catastrophe options as of January 23, 1998.
- The price risk of options positions: Measurement and capital requirements.
Estrella, Arturo; Hendricks, Darryll; al, et // Quarterly Review (01476580); Summer/Fall94, Vol. 19 Issue 2, p27Evaluates supervisory approaches to the measurement and capital treatment of the price risk of options positions. Unique risks of options; Considerations in setting supervisory capital requirements; Quantitative analysis of price risk rules.
- Optional tools.
Estrella, Arturo; Hendricks, Darryll; al, et // Futures: News, Analysis & Strategies for Futures, Options & Deri; Jun95, Vol. 24 Issue 6, p16Announces the availability of the biweekly Commitment of Traders reports for options contracts to futures traders. Uncertainty of its analysis; Combination of options and futures positions of market participants in the reports; Results of the first futures reports.
- Auto-option.
Estrella, Arturo; Hendricks, Darryll; al, et // Futures: News, Analysis & Strategies for Futures, Options & Deri; Nov95, Vol. 24 Issue 12, p22Reports on developments related to options trading in Europe. Automation of equity option trading.
- Reserving a seat at the options table.
Nelson, John C. // Futures: News, Analysis & Strategies for Futures, Options & Deri; Jan1997, Vol. 26 Issue 1, p42Presents a basic outlook on the option market. Definition of options; Benefits of buying options; Value of options. INSETS: In, out or at..;Ticket math..;Option glossary...
- The volatility effect of option listing: Some Canadian evidence.
Elfakhani, Said; Chaudhury, Mohammed // Quarterly Review of Economics & Finance; Spring95, Vol. 35 Issue 1, p97Examines the effect of the Canadian options listings on the volatility of the underlying stocks. First ever option listing's variance change and beta change; Stability of volatility's variance effect and beta effect; Volatility effect of put listing; Risk-reducing effect on underlying stocks of...
- Qualified covered calls.
Elfakhani, Said; Chaudhury, Mohammed // Practical Accountant; Aug98, Vol. 31 Issue 8, p18Reports that proposed regulations (REG-104641-97) were issued on application rules governing qualified covered calls. What the regulations apply to.
- Time (decay) is money.
Nelson, John C. // Futures: News, Analysis & Strategies for Futures, Options & Deri; Apr97, Vol. 26 Issue 4, p50Focuses on buying options as it relates to option trading. Perception of traders on long option positions; Comparison of option trading to the insurance industry; Reference to an article entitled `Reserving A Seat At The Options Table,' which was published in the January issue of the `Futures'...
- Debit spreads help ride the Dow trend.
Headley, Price // Futures: News, Analysis & Strategies for Futures, Options & Deri; May98, Vol. 27 Issue 5, p34Offers advice for options traders. Choice of methodology to predict the underlying security's future direction before determining an options strategy; Use of sentiment indicators combined with traditional technical measures; Reduction of risk through a debit spread.
- Capture The Flow: The three-way battle for survival in the options world.
Colarusso, Dan // Investment Dealers' Digest; 6/25/2001, Vol. 67 Issue 25, pN.PAGDiscusses the problems facing the U.S. options business as of June 2001. Economic realities facing the business; Conflicts in the interest of the three major parties involved in listed options; Need for balance between the wants and needs of floor firms and brokerages.
- PCS catastrophe options.
Colarusso, Dan // Business Insurance; 8/19/96, Vol. 30 Issue 34, p39Presents the PCS catastrophe options in the United States as of August 16, 1996.
- PCS catastrophe options.
Colarusso, Dan // Business Insurance; 10/28/96, Vol. 30 Issue 44, p51Presents statistical information on catastrophe options as of October 25, 1996.
- PCS catastrophe options.
Colarusso, Dan // Business Insurance; 12/02/96, Vol. 30 Issue 49, p55Presents statistical information on PCS catastrophe options.
- PCS catastrophe options.
Colarusso, Dan // Business Insurance; 03/17/97, Vol. 31 Issue 11, p67Presents statistical information on PCS catastrophe options as of March 14, 1997.
- PCS catastrophe options.
Colarusso, Dan // Business Insurance; 07/28/97, Vol. 31 Issue 30, p23Presents information on the PCS catastrophe options as of July 25, 1997.
- Mining for value in option pits.
Bensman, Miriam // Futures: News, Analysis & Strategies for Futures, Options & Deri; May94, Vol. 23 Issue 5, p30Discusses the prospects for options trading in the United States. Increase in stock volume; Trading strategies; Possible option spread positions.
- A flexible way to trade on economic reports.
Bensman, Mirriam // Futures: News, Analysis & Strategies for Futures, Options & Deri; Jul94, Vol. 23 Issue 8, p38Discusses the use of the Flexible Treasury Options in the market placement of short-term options. Pricing of short-dated options; Interest rate volatility; Impact of event risk on multi-day option pricing; Impact of variable volatility to option's change in value; Changes in the price of...
- Options traders cashed in on bank stock rally, buying `calls' that locked in April's low prices.
Goldblatt, Jennifer // American Banker; 5/5/1997, Vol. 162 Issue 85, p33Focuses on the performance of options in the United States for the week ending May 2, 1997. Bank stocks' emergence from a four-week slump; Investors' decision to jump on the bandwagon.
- Call writing strategies: Look before you leap.
McMilan, Lawrence G. // Futures: News, Analysis & Strategies for Futures, Options & Deri; May2003, Vol. 32 Issue 6, p42Focuses on the disadvantages of the strategy writing short-term calls against LEAPS options in the U.S. Dependence of the strategy to the stock close to the price of the written call; Cost of the strategy; Inability of the strategy to manage extreme trading cases. INSET: Volatility assumptions.
- Boston Tries to Box Out the CBOE.
Bresiger, Gregory // Traders Magazine; Sep2003, Vol. 16 Issue 216, p17Reports on expectations that the Boston Options Exchange will begin operations by the end of 2003. Full electronic capabilities of the exchange; Absence of specialists; Fully transparent book.
- PCS catastrophe options.
Bresiger, Gregory // Business Insurance; 06/22/98, Vol. 32 Issue 25, p35Presents statistical information on the performance of PCS catastrophe options for June through September, 1998.
- Rent-a-captives may grow.
Zolkos, Rodd // Business Insurance; 12/01/97, Vol. 31 Issue 49, p1States that remarks made at the World Captive and Alternative Risk Financing Forum may be an indicator of rent-a-captives' increased prominence among risk financing options. Reference to potential interest from captive insurance domiciles; Comment from Michael J. Burns, an attorney with...
- More options.
Morris, John // Treasury & Risk Management; Jul/Aug94, Vol. 4 Issue 3, p18Reports on the availabiliy of finance options in the Philippines.
- Knowing your options with options.
Stridsman, Thomas // Futures: News, Analysis & Strategies for Futures, Options & Deri; Sep97, Vol. 26 Issue 11, p46Provides advice about options trading. Common spreading strategies; Most popular uses of options; Views on how to use options to achieve the most from your trade; Application on the Stockholm Option Market Index.
- PCS catastrophe options.
Stridsman, Thomas // Business Insurance; 6/03/96, Vol. 30 Issue 23, p55Reports on the PCS catastrophe options as of May 31, 1996. Total volume; Total open interest.
- Understanding option values.
Shay, Rodger // America's Community Banker; Jul96, Vol. 5 Issue 7, p38Focuses on the value of options for financial institutions. Expiration of options; Calculation of option value using the Bloomberg machine; Requirements for calculating option values; Three key variables in calculating options; Cautioning institutions about selling too many of the same option.
- Puts and calls put investors in hedging, speculative positions.
Uhlemeyer, Bill // Business Press; 07/18/97, Vol. 10 Issue 12, p30Presents information on how investors use put and call options. Explanation of put and call options; Indepth look into the use of options; Examples of how investors use options.
- PRODUCT MATTERS.
McDermott, Darius // Money Marketing; 8/28/2003, p48Focuses on accelerated growth option and capital-protected option available in Great Britain. Capital risks; Benefits offered to consumers.
- Applying `options thinking' to R&D valuation.
Faulkner, Terrence W. // Research Technology Management; May/Jun96, Vol. 39 Issue 3, p50Outlines a practical way of applying the lessons from options pricing theory to several central problems of R&D management. Options calculations and thinking; Example of options valuation; Implications of adopting options thinking. INSET: Literature review and definitions..
- PCS catastrophe options.
Faulkner, Terrence W. // Business Insurance; 08/03/98, Vol. 32 Issue 31, p47Gives statistical information on the performance of PCS catastrophe options as of July 31 to September, 1998.
- Priming the options pump.
Etzkorn, Mark // Futures: News, Analysis & Strategies for Futures, Options & Deri; Apr96, Vol. 25 Issue 5, p6Outlines basic terminology, pricing fundamentals and some trading strategies related to options. Basic concept of an option; Two kinds of options; Ways in which strike price of an option can be described; Four components to an option's price.
- Guide to greeks.
Labuszewski, John; Nyhoff, John // Futures: News, Analysis & Strategies for Futures, Options & Deri; Apr96, Vol. 25 Issue 5, p10Discusses ways to measure the impact of price, time and volatility changes on either an option premium or an option strategy. Market-related factors affecting option prices; Element affecting an option's premium; Reason why option price elasticity differs from an option delta.
- Trading the interest rate option.
Wilson, Donald R. // Futures: News, Analysis & Strategies for Futures, Options & Deri; Apr96, Vol. 25 Issue 5, p24Discusses Eurodollar option strategies. Two relatively simple volatility spreads that remain perennial favorites; Shape of the Eurodollar implied volatility curve; Reason why option volatility decreases in the quarterly expires as the options become shorter dated.
- The predictive power of options.
McMillan, Lawrence G. // Futures: News, Analysis & Strategies for Futures, Options & Deri; Apr96, Vol. 25 Issue 5, p32Discusses option prices and volume as useful but contrary technical indicators. How people are being able to profit when index options are cheap; Three useful scenarios for index options; Calculating the put-call ratios.
- Option pricing made easy.
Nelson, John C. // Futures: News, Analysis & Strategies for Futures, Options & Deri; Feb97, Vol. 26 Issue 2, p34Focuses on option trading. Explanation of some theoretical terms; Description of the six market factors that affect how much an option is worth.
- Competitions is fierce for equity index options.
Barr, Paul G. // Pensions & Investments; 1/12/1998, Vol. 26 Issue 1, p24Focuses on the equity index options created by Salomon Brothers Incorporated, and Lipper Analytical Services. Aims of the options; What the options are based on; Details on the challenges facing the options.
- Keep those options open.
McIlwraight, Ian // Bulletin with Newsweek; 6/27/95, Vol. 116 Issue 5976, p69Reports on the expiration of options of sharemarket investors in Australia. Options as a handy way for small companies to expand their businesses; Hargraves Resources' profit from its options; Expiration of C.H. China Investments and Cultha's options; Coplex's oil exploration.
- PCS catastrophe options.
McIlwraight, Ian // Business Insurance; 03/31/97, Vol. 31 Issue 13, p23Presents a listing of PCS catastrophe options.
- PCS catastrophe options.
McIlwraight, Ian // Business Insurance; 06/30/97, Vol. 31 Issue 26, p27Presents statistical information on PCS catastrophe options in the United States for June 30, 197.
- Know your options.
Fiorillo, Lorayne // Entrepreneur; Sep96, Vol. 24 Issue 9, p69Discusses options as an investment method in the United States. Strike or exercise price; Determination of the premium; Expiration date; Difference between call and put options; Strategy called married put; Covered call writing; Risks stemming from options.
- Revenge of the options.
Fiorillo, Lorayne // Newsweek; 3/14/1994, Vol. 123 Issue 11, p47Informs that options have made a comeback after being virtually abandoned by small investors after the 1987 crash. The January 1994 trading volume for stock options was the heaviest it's ever been. Comment by Paul Stevens, of the Options Industry Council.
- Real Options on Knowledge Assets: Panacea or Pandora's Box?
Coff, Russell W.; Laverty, Kevin J. // Business Horizons; Nov/Dec2001, Vol. 44 Issue 6, p73Explores the risks to deciding whether to option knowledge assets. Difference of knowledge-based assets from financial options; Logic of real options; Importance of the exercise decision; Implementation of the real options logic.
- CRAFTING R&D PROJECT PORTFOLIOS.
MacMillan, Ian C.; McGrath, Rita Gunther // Research Technology Management; Sep/Oct2002, Vol. 45 Issue 5, p48Offers ideas on managing different types of real options that can produce a portfolio of research and development projects. Technique in estimating the level of market uncertainty; Conditions in which positioning projects are appropriate; Applications of scouting options; Tips on assembling...
- Volatility forecasting and the efficiency of the Toronto 35 index options market.
Doidge, Craig; Wei, Jason Z. // Canadian Journal of Administrative Sciences (Canadian Journal of; Mar1998, Vol. 15 Issue 1, p28Focuses on a study examining the Toronto 35 index options market using a delta neutral straddle trading strategy. Computation of straddle prices by inserting volatility forecasts into the Black-Scholes option-pricing model; Ability of straddle strategy to generate trading profits without...
- On the Option Hedge Ratio of Dividend Paying Stocks: A Note.
Conine Jr., Thomas E. // American Business Review; Jan1986, Vol. 3 Issue 2, p21Examines the impact of dividend payments on the optimal hedge ratio. Market observable inputs to the standard option pricing; Testing of option market efficiency.
- Generating a Technical Trading Rule for Options using Predicted Distributions of Future Prices.
Huq, Faizul; Balmer, Michael J. // American Business Review; Jan1992, Vol. 10 Issue 1, p23Examines the usability of predicted distributions of future prices on generating technical trading rule for options. Efficiency of the random walk test on determining option value; Role of expected price on determining expected value of option; Importance of ability to predict future price and...
- Futures and options trading escalated in 1997.
Reynolds, Katherine M. // Bond Buyer; 01/26/98, Vol. 323 Issue 30317, p31Focuses on the results of trading on futures and options around the world for 1997. Share of the United States to the total value of futures and options traded; Most active contract worldwide for 1997; Total volume traded at the Chicago Board of Trade.
- Lawyers question legitimacy of issuers' use of put option.
Reynolds, Katherine M. // Bond Buyer; 03/09/98, Vol. 323 Issue 30346, p1Discusses the dispute over bond issuers' use of a put option. Bond attorneys' claim that investment of advance refunding violates the tax law; Focus that US Internal Revenue Service and the Securities and Exchange Commission have put on issuers; Description of how put options work.






