Codex Wiki
OurBigBook.com
Site
Source code
Forward-start call option
...
Mathematics
Area of mathematics
Mathematical optimization
Mathematical finance
Fundamental theorem of asset pricing
European call option
OurBigBook.com
Words: 37
A forward-start call fixes its strike at a future time as a multiple of the stock price then. In a homogeneous binomial model, its time-zero price reduces to that of an ordinary call over the remaining periods.
Ancestors
(7)
European call option
Fundamental theorem of asset pricing
Mathematical finance
Mathematical optimization
Area of mathematics
Mathematics
Home
Incoming links
(1)
Solution