Exchange Currency

option pricing curve

A graphical model of the price of an option at a given point in time. The price of the option varies with the price of the underlying security according to the Black-Scholes Option Pricing Model. At any point on the curve, the slope is equal to the delta.

Related information about option pricing curve:
  1. Option Pricing Curve - Financial Dictionary - The Free Dictionary
    A graphical representation of the projected price of an option at a fixed point in time. It reflects the amount of time value premium in the option for various stock ...
     
  2. What is option pricing curve? definition and meaning
    Definition of option pricing curve: A graphical model of the price of an option at a given point in time. The price of the option varies with the price of the underlying ...
     
  3. option pricing curve
    A graphical model of the price of an option as a function of time.
     
  4. Option Pricing Curve Definition - NASDAQ.com
    Option Pricing Curve: read the definition of Option Pricing Curve and 8000+ other financial and investing terms in the NASDAQ.com Financial Glossary.
     
  5. Options Glossary: O
    Option pricing curve. A graphical representation of the estimated theoretical value of an option at one point in time, at various prices of the underlying stock.
     
  6. Common Investment Concepts | Ameriprise Financial
    Option Pricing Curve: A graphical representation of the projected price of an option at a fixed point in time. It reflects the amount of time value premium in the ...
     
  7. Option Education Videos | Option Strategist
    Basic terms; Option pricing curve; The factors influencing the price of an option; Volatility B historical and implied; Delta; The option pricing model; Time value ...
     
  8. Lincoln - Job details
    Knowledge of some or all of the following topics: Swap and Option Pricing, Curve Construction, Credit Derivatives, Credit Valuation Adjustment, Value at Risk, ...