Subjects include: derivative markets and instruments, options market structures, option pricing models and strategies, the structure of forward and futures markets, futures arbitrage strategies, swaps, financial risk management techniques and applications, and managing risk in organizations.
What does OPM stand for?
OPM stands for Option Pricing Model
This definition appears very frequently and is found in the following Acronym Finder categories:
- Business, finance, etc.
See other definitions of OPM
We have 143 other meanings of OPM in our Acronym Attic
- Operator Performed Maintenance
- Operator Programming Method
- Optical Pass-Thru Module (IBM Corp.)
- Optical Performance Monitoring (Alcatel)
- Optical Power Management
- Optical Power Meter (Bellcore)
- Optical Processor Module
- Optical Properties Monitor
- Optimized Potential Method
- Oracle Process Manufacturing (Oracle)
- Orbits Per Minute
- Ordained Pioneer Ministry/Minister (Anglican church)
- Orders Per Thousand
- Oregon Productivity Matrix
- Organic Pest Management
- Organisesi Papua Merdeka (Free West Papua Movement)
- Organización Político Militar (Spanish: Military Political Organization; Paraguay)
- Orientations of Proteins in Membranes (database)
- Original Pilipino Music
Samples in periodicals archive:
Szpiro [ILLUSTRATION OMITTED] One of the most important things I learned while taking upper-level college finance courses was the BlackScholes option pricing model.
Testing Option Pricing Models," NBER working paper No.
But under the proposed new standard, those options would be valued using an option pricing model.
html) THE BLACK AND SCHOLES OPTION PRICING MODEL didn't appear overnight; in fact, Fischer Black started out working to create a valuation model for stock warrants.
For example, under standard accounting rules, options, unlike cash, are not counted as a compensation expense, although companies must footnote them in annual reports using the Black-Scholes fair value option pricing model.
ABSTRACT This article elaborates upon the intuition underlying Doherty and Garven's (1986) option pricing model and extends its basic results to a further consideration of the implications of limited liability and asymmetric taxes for pricing and risk incentives in property-liability insurance.