HomeDefinitionsCompareDebt Option Pricing CurveThe financial definition for Option Pricing Curve:A graphical representation of the projected price of an option at a fixed point in time. It reflects the amount of time value premium in the option for various stock prices, as well. The curve is generated by using a mathematical model. The delta (or hedge ratio) is the slope of a tangent line to the curve at a fixed stock price. See also Delta and Hedge Ratio Similar MatchesAdministrative pricing rulesAdministrative pricing rulesIRS rules used to allocate income on export sales to a foreign sales corporation. Arbitrage free option pricing modelsArbitrage free option pricing modelsYield curve option-pricing models. Asset pricing modelAsset pricing modelA model for determining the required or expected rate of return on an asset. Related: Capital asset pricing model and arbitrage pricing theory. Further SuggestionsBinomial option pricing modelCapital asset pricing model (CAPM) Forward pricing Garman Kohlhagen option pricing model Indication pricing schedule International Asset Pricing Model (IAPM) Pricing efficiency Click to compare definitions of Option Pricing Curve Click to view definitions beginning op |