Binomial options pricing model

Results: 73



#Item
1Economy / Finance / Money / Options / Mathematical finance / Spreadsheet / Valuation / Binomial options pricing model / Insurance

1 Draft: Life insurance mathematics in discrete time Tom Fischer Darmstadt University of Technology, Germany

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Source URL: www.statistik-mathematik.uni-wuerzburg.de

Language: English - Date: 2016-01-19 06:55:01
2Options / Mathematical finance / BlackScholes model / Risk-neutral measure / Put option / Call option / Volatility / Binomial options pricing model / Lattice model

THE BINOMIAL OPTION PRICING MODEL The Binomial Option Pricing Model The authors consider the case of option pricing for a binomial process—the first in a series of articles in Financial Engineering. by Simon Benninga

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Source URL: pluto.mscc.huji.ac.il

Language: English - Date: 2014-02-02 05:57:49
3Mathematical finance / Options / Volatility smile / Implied volatility / Local volatility / BlackScholes model / Volatility / Stochastic volatility / Valuation of options / Binomial options pricing model / Lattice model

PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHI

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Source URL: www3.nd.edu

Language: English - Date: 2008-06-18 10:37:34
4Mathematical finance / Options / Probability distributions / Investment / Equations / BlackScholes model / Normal distribution / Log-normal distribution / Asian option / Binomial options pricing model / Lookback option

B I N O M I A L O P T I O N P R I C I N G, T H E B L A C K-S C H O L E S O P T I O N P R I C I N G F O R M U L A, A N D E X O T I C O P T I O N S Binomial Option Pricing, the Black-Scholes Option Pricing Formula, and Ex

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Source URL: pluto.mscc.huji.ac.il

Language: English - Date: 2014-02-02 05:57:49
5Mathematical finance / Options / Implied volatility / BlackScholes model / Volatility smile / Moneyness / Volatility / Stochastic volatility / Nonparametric regression / Binomial options pricing model / Lattice model

Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning∗ Jianqing Fana a Loriano Mancinib

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-27 08:15:03
6Options / Investment / Futures contract / Derivative / Black–Scholes / Forward contract / VIX / Binomial options pricing model / Financial economics / Finance / Mathematical finance

UNIVERSITY OF CALIFORNIA, BERKELEY HAAS SCHOOL OF BUSINESS PROF. K. MAGIN UGBAFinancial Derivatives Fall 2012

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Source URL: haas.berkeley.edu

Language: English - Date: 2012-04-02 14:46:09
7Mathematics / Mathematical finance / Monte Carlo method / Parallel computing / Grid computing / Distributed computing / Random number generation / Binomial options pricing model / Pseudorandomness / Randomness / Applied mathematics / Probability and statistics

Analysis of Large-scale Grid-based Monte Carlo Applications Analysis of Large-scale Grid-based Monte Carlo Applications Yaohang Li and Michael Mascagni

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Source URL: www.cs.fsu.edu

Language: English - Date: 2003-10-14 12:58:54
8Mathematical finance / Options / C++ / Procedural programming languages / Cross-platform software / Binomial options pricing model / Black–Scholes / Namespace / Implied volatility / Financial economics / Software engineering / Computing

Financial Numerical Recipes in C++. Bernt Arne Ødegaard June 2014 5.1

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Source URL: finance.bi.no

Language: English - Date: 2015-03-04 14:06:11
9Finance / Institute and Faculty of Actuaries / Binomial options pricing model / Institute of Actuaries / Faculty of Actuaries / Actuary / Black–Scholes / Derivative / Valuation of options / Financial economics / Mathematical finance / Options

ACTL40004 Advanced Financial Mathematics I Subject Guide, First Semester 2015 Lecturer: Zhuo Jin Centre for Actuarial Studies Faculty of Business and Economics

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Source URL: cf.fbe.unimelb.edu.au

Language: English - Date: 2015-04-26 22:27:15
10Finance / Institute and Faculty of Actuaries / Binomial options pricing model / Institute of Actuaries / Faculty of Actuaries / Actuary / Black–Scholes / Derivative / Valuation of options / Financial economics / Mathematical finance / Options

ACTL90003 Mathematics of Finance III Subject Guide, First Semester 2015 Lecturer: Zhuo Jin Centre for Actuarial Studies Faculty of Economics and Commerce

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Source URL: cf.fbe.unimelb.edu.au

Language: English - Date: 2015-04-26 22:28:50
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