<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>American Options on gdpark.blog</title><link>https://gdpark.blog/tags/american-options/</link><description>Recent content in American Options on gdpark.blog</description><generator>Hugo</generator><language>en</language><lastBuildDate>Mon, 28 Nov 2016 00:00:00 +0000</lastBuildDate><atom:link href="https://gdpark.blog/tags/american-options/index.xml" rel="self" type="application/rss+xml"/><item><title>American Options [Financial Engineering Programming #7]</title><link>https://gdpark.blog/posts/financial-engineering-07-american-options/</link><pubDate>Mon, 03 Oct 2016 00:00:00 +0000</pubDate><guid>https://gdpark.blog/posts/financial-engineering-07-american-options/</guid><description>Breaking down the one chunky difference between American and European options — early exercise — and how it flips the whole binomial pricing tree on its head.</description></item><item><title>Properties of Stock Options [Derivatives I Studied #11]</title><link>https://gdpark.blog/posts/derivatives-11-properties-of-stock-options/</link><pubDate>Mon, 28 Nov 2016 00:00:00 +0000</pubDate><guid>https://gdpark.blog/posts/derivatives-11-properties-of-stock-options/</guid><description>Breaking down every variable that moves option prices — S, K, T, σ, r, and D — and why European vs. American options handle time to expiration differently.</description></item><item><title>Options: Practice Problems [Derivatives I Studied #12]</title><link>https://gdpark.blog/posts/derivatives-12-options-practice-problems/</link><pubDate>Mon, 28 Nov 2016 00:00:00 +0000</pubDate><guid>https://gdpark.blog/posts/derivatives-12-options-practice-problems/</guid><description>Working through options pricing problems — lower bounds on calls and puts, why American options always beat intrinsic value, and when put-call parity breaks down.</description></item></channel></rss>