TERMIUM Plus®

The Government of Canada’s terminology and linguistic data bank.

OPTION PRICING MODEL [1 record]

Filter results by subject field Alphabetical list of terms

Filter results by subject field

Alphabetical list of terms

Record 1 2010-08-05

English

Subject field(s)
  • Stock Exchange
  • Investment
DEF

A mathematical formula for determining the price at which an option should trade.

OBS

The model expresses the value of an option as a function of the value of the underlying asset, length of time until maturity, exercise price, yields on alternative investments, and risk.

French

Domaine(s)
  • Bourse
  • Investissements et placements
DEF

Modèle mathématique servant à estimer la juste valeur de contrats d'options, en prenant notamment en considération le niveau et la volatilité des cours du sous-jacent, les taux d'intérêt pratiqués actuellement sur les marchés, ainsi que le prix d'exercice et l'échéance de l'option.

Spanish

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© Public Services and Procurement Canada, 2024
TERMIUM Plus®, the Government of Canada's terminology and linguistic data bank
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