Article Archive For Keyword: Lawrence D Cavanagh

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• On Option Theta by Lawrence D. Cavanagh

  ARTICLE SYNOPSIS...On Option Theta by Lawrence D. Cavanagh Options traders use various measurements to calculate an option's risk, the calculations of which are denoted by Greek letters. One example is theta, which is the measure of how much an option's price decreases fo

AUTHOR: Lawrence D. CavanaghDATE: APR 1996

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• Real-World Option Pricing by Lawrence D. Cavanagh

  ARTICLE SYNOPSIS...Real-World Option Pricing by Lawrence D. Cavanagh Option models calculate premiums or the prices of options on the assumption that volatility is a constant. Here's how stock and index price changes are distributed in the real world and how the market pr

AUTHOR: Lawrence D. CavanaghDATE: MAY 1996