Binomial options pricing model

Results: 73



#Item
31Probability theory / Cumulant / Normal distribution / Black–Scholes / Risk-neutral measure / Entropy / Skewness / Log-normal distribution / Binomial options pricing model / Statistics / Mathematical finance / Probability and statistics

NBER WORKING PAPER SERIES DISASTERS IMPLIED BY EQUITY INDEX OPTIONS David Backus Mikhail Chernov Ian Martin

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Source URL: www.nber.org

Language: English - Date: 2011-12-05 13:22:43
32Finance / Options / Stochastic processes / Risk-neutral measure / Black–Scholes / Binomial options pricing model / Futures contract / Brownian motion / Volatility / Statistics / Financial economics / Mathematical finance

A tutorial introduction to financial engineering M VIDYASAGAR Cecil & Ida Green (II) Professor, Erik Jonsson School of Engineering & Computer Science, University of Texas at Dallas, 800 W. Campbell Road, Richardson, TX 7

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Source URL: www.ias.ac.in

Language: English - Date: 2010-02-23 06:21:55
33Financial system / Employee stock option / Stock option expensing / Option / Binomial options pricing model / Executive pay / Expiration / Exercise / Strike price / Options / Financial economics / Finance

A Shareholder Perspective on the Valuation of Stock Options Report Author

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Source URL: www.issgovernance.com

Language: English - Date: 2014-05-02 13:47:34
34Options / Economics / Binomial options pricing model / Black–Scholes / Derivative / Implied volatility / Real options valuation / Computational finance / Quantitative analyst / Financial economics / Mathematical finance / Finance

DERIVATIVES & FINANCIAL ENGINEERING Course description and faculty profile DERIVATIVES AND FINANCIAL ENGINEERING Derivatives and Financial Engineering is concerned with the valuation of derivative securities like options

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Source URL: www.goethe-business-school.de

Language: English - Date: 2014-07-01 10:21:57
35Mathematical finance / Economics / Black–Scholes / Valuation of options / Binomial options pricing model / Volatility / Myron Scholes / Futures contract / Fischer Black / Financial economics / Options / Finance

PDF Document

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Source URL: media.wiley.com

Language: English - Date: 2013-08-31 10:13:34
36Statistics / Finance / Binomial options pricing model / Volatility / Stochastic volatility / Black–Scholes / Autoregressive conditional heteroskedasticity / Symbol / Beta code / Mathematical finance / Financial economics / Options

RE S E A R C H PA P E R Q U A N T I T A T I V E F I N A N C E V O L U M E[removed]–154 INSTITUTE O F PHYSICS PUBLISHING quant.iop.org

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:24
37Economics / Stochastic volatility / Yield curve / Volatility / Economic model / Binomial options pricing model / Hull–White model / Vasicek model / Mathematical finance / Financial economics / Finance

E U RO P E A N C E N T R A L B A N K

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Source URL: www.ecb.europa.eu

Language: English - Date: 2003-11-28 10:19:54
38Bernoulli process / Probability distribution / Count data / Binomial options pricing model / Statistics / Stochastic processes / Categorical data

III JIPE A NEW DISTRIBUTION TO THE MODELING OF DISPERSION IN BINOMIAL DATA WITH APLICATIONS Jorge Luis Baz´an Instituto de Ciˆencias Matem´

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Source URL: jornada.pucp.edu.pe

Language: English - Date: 2014-06-04 16:36:45
39Condom / Binomial regression / Linear regression / Binomial options pricing model / Logistic regression / Statistical inference / Statistical power / Female condom / Likelihood function / Statistics / Regression analysis / Proportional hazards models

Duchesne et al. BMC Medical Research Methodology 2014, 14:2 http://www.biomedcentral.com[removed]TECHNICAL ADVANCE Open Access

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Source URL: www.ncbi.nlm.nih.gov

Language: English
40Finance / Economics / Binomial options pricing model / Trinomial tree / Black–Scholes / Stochastic differential equation / Asian option / Rainbow option / Lookback option / Financial economics / Options / Mathematical finance

Author manuscript, published in "Encyclopedia of Quantitative Finance[removed]pages" DOI : [removed][removed]eqf12017

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Source URL: hal.archives-ouvertes.fr

Language: English - Date: 2013-05-22 05:06:50
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