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Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”

In: Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference

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  • E. I. Ronn

Abstract

Hearkening back to the mid part of the previous century, financial economists have focused on financial markets’ role in conveying forward-looking information, what may be described as the “Message from Markets”.

Suggested Citation

  • E. I. Ronn, 2023. "Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 20, pages 433-449, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811259142_0020
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    Keywords

    Options; Call; Put; Stock; Equity; Bond; Debt; Dividend; Investment; Diversification; Volatility; Black–Scholes; Merton Model; Stochastic; Swap; Commodity; Index; Contingent Claims; Exotic Option;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G1 - Financial Economics - - General Financial Markets
    • C - Mathematical and Quantitative Methods
    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics

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