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A long butterfly options strategy consists of the following options: Long 1 call with a strike price of (X − a) Short 2 calls with a strike price of X. Long 1 call with a strike price of (X + a) where X = the spot price (i.e. current market price of underlying) and a > 0. Using put–call parity a long butterfly can also be created as follows:
Margrabe's formula. In mathematical finance, Margrabe's formula[1] is an option pricing formula applicable to an option to exchange one risky asset for another risky asset at maturity. It was derived by William Margrabe (PhD Chicago) in 1978. Margrabe's paper has been cited by over 2000 subsequent articles.
An enthalpy–entropy chart, also known as the H–S chart or Mollier diagram, plots the total heat against entropy, [1] describing the enthalpy of a thermodynamic system. [2] A typical chart covers a pressure range of 0.01–1000 bar, and temperatures up to 800 degrees Celsius. [3] It shows enthalpy in terms of internal energy , pressure and ...
Hygrometer. Dry / Wet-bulb temperature. v. t. e. Psychrometrics (or psychrometry, from Greek ψυχρόν (psuchron) 'cold' and μέτρον (metron) 'means of measurement'; [1][2] also called hygrometry) is the field of engineering concerned with the physical and thermodynamic properties of gas - vapor mixtures.
The Smith chart (sometimes also called Smith diagram, Mizuhashi chart (水橋チャート), Mizuhashi–Smith chart (水橋スミスチャート), [1] [2] [3] Volpert–Smith chart (Диаграмма Вольперта—Смита) [4] [5] or Mizuhashi–Volpert–Smith chart), is a graphical calculator or nomogram designed for electrical and electronics engineers specializing in radio ...
Volatility smile. Volatility smiles are implied volatility patterns that arise in pricing financial options. It is a parameter (implied volatility) that is needed to be modified for the Black–Scholes formula to fit market prices. In particular for a given expiration, options whose strike price differs substantially from the underlying asset's ...
The binomial pricing model traces the evolution of the option's key underlying variables in discrete-time. This is done by means of a binomial lattice (Tree), for a number of time steps between the valuation and expiration dates. Each node in the lattice represents a possible price of the underlying at a given point in time.
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