Matches in DBpedia 2015-10 for { <http://dbpedia.org/resource/Lattice_model_(finance)> ?p ?o }
- Lattice_model_(finance) abstract "For other meanings, see lattice model (disambiguation)In finance, a lattice model [1] is a technique applied to the valuation of derivatives, where, because of path dependence in the payoff, 1) a discretized model is required and 2) Monte Carlo methods fail to account for optimal decisions to terminate the derivative by early exercise. For equity options, a typical example would be pricing an American option, where a decision as to option exercise is required at "all" times (any time) before and including maturity. A continuous model, on the other hand, such as Black Scholes, would only allow for the valuation of European options, where exercise is on the option's maturity date. For interest rate derivatives lattices are additionally useful in that they address many of the issues encountered with continuous models, such as pull to par.".
- Lattice_model_(finance) thumbnail Arbre_Binomial_Options_Reelles.png?width=300.
- Lattice_model_(finance) wikiPageExternalLink rsx_FINAL.pdf.
- Lattice_model_(finance) wikiPageExternalLink books?id=6NPuAAAAMAAJ&q=recombine&redir_esc=y.
- Lattice_model_(finance) wikiPageExternalLink MasterclassER0408.pdf.
- Lattice_model_(finance) wikiPageExternalLink productCd-0471499226.html.
- Lattice_model_(finance) wikiPageExternalLink 170.pdf.
- Lattice_model_(finance) wikiPageExternalLink embedded+option.
- Lattice_model_(finance) wikiPageExternalLink tree.pdf.
- Lattice_model_(finance) wikiPageExternalLink AIMR3.pdf.
- Lattice_model_(finance) wikiPageExternalLink optequity.pdf.
- Lattice_model_(finance) wikiPageExternalLink CHAP11.pdf.
- Lattice_model_(finance) wikiPageExternalLink MiER73.pdf.
- Lattice_model_(finance) wikiPageExternalLink leippold-wiener2003.pdf.
- Lattice_model_(finance) wikiPageExternalLink Chap8.pdf.
- Lattice_model_(finance) wikiPageExternalLink Rainbow%20Options.doc.
- Lattice_model_(finance) wikiPageExternalLink TN02-01.pdf.
- Lattice_model_(finance) wikiPageExternalLink BVR%20-%20Lattice%20Models.pdf.
- Lattice_model_(finance) wikiPageExternalLink 4.
- Lattice_model_(finance) wikiPageExternalLink derman-kani.pdf.
- Lattice_model_(finance) wikiPageExternalLink LatticeModelsFE1.pdf.
- Lattice_model_(finance) wikiPageExternalLink JFQA-422-Broadie-Kaya-Proofs.pdf.
- Lattice_model_(finance) wikiPageExternalLink gs-valuing_convertibles.pdf.
- Lattice_model_(finance) wikiPageExternalLink 3d_lattice.html.
- Lattice_model_(finance) wikiPageExternalLink 1570826d1332880630-lezioni-di-econometria-interest-rate-derivatives-lecture-notes.pdf.
- Lattice_model_(finance) wikiPageExternalLink pricing-convertible-bonds.aspx.
- Lattice_model_(finance) wikiPageExternalLink June%2012%20Valuation%20Considerations%20PPT%20Final.pdf.
- Lattice_model_(finance) wikiPageExternalLink rpf232.pdf.
- Lattice_model_(finance) wikiPageExternalLink rpf275.pdf.
- Lattice_model_(finance) wikiPageExternalLink rpf292.pdf.
- Lattice_model_(finance) wikiPageExternalLink binomial_option.pdf.
- Lattice_model_(finance) wikiPageExternalLink calculators.htm.
- Lattice_model_(finance) wikiPageExternalLink sthash.5R3a6VDr.dpbs.
- Lattice_model_(finance) wikiPageExternalLink lattice-model.asp.
- Lattice_model_(finance) wikiPageExternalLink cb3.pdf.
- Lattice_model_(finance) wikiPageExternalLink Description%20Convertible%20Tree%20Model%20w%20Credit%20Risk.htm.
- Lattice_model_(finance) wikiPageExternalLink thesis_iehrlich.pdf.
- Lattice_model_(finance) wikiPageExternalLink 10Lecture.pdf.
- Lattice_model_(finance) wikiPageExternalLink abo.pdf.
- Lattice_model_(finance) wikiPageExternalLink lmm.pdf.
- Lattice_model_(finance) wikiPageExternalLink calibrating-the-ornstein-uhlenbeck-model.
- Lattice_model_(finance) wikiPageExternalLink vol14.pdf.
- Lattice_model_(finance) wikiPageExternalLink 978-0-387-25898-0.
- Lattice_model_(finance) wikiPageExternalLink .VGWuy_mUfT8.
- Lattice_model_(finance) wikiPageExternalLink trinomial_tree_2010_kevin.pdf.
- Lattice_model_(finance) wikiPageID "3815666".
- Lattice_model_(finance) wikiPageLength "24950".
- Lattice_model_(finance) wikiPageOutDegree "145".
- Lattice_model_(finance) wikiPageRevisionID "682193950".
- Lattice_model_(finance) wikiPageWikiLink American_option.
- Lattice_model_(finance) wikiPageWikiLink Barrier_option.
- Lattice_model_(finance) wikiPageWikiLink Barrier_options.
- Lattice_model_(finance) wikiPageWikiLink Basket_option.
- Lattice_model_(finance) wikiPageWikiLink Bermudan_option.
- Lattice_model_(finance) wikiPageWikiLink Best_fit.
- Lattice_model_(finance) wikiPageWikiLink Binomial_options_pricing_model.
- Lattice_model_(finance) wikiPageWikiLink Black-76.
- Lattice_model_(finance) wikiPageWikiLink Black_Derman_Toy.
- Lattice_model_(finance) wikiPageWikiLink Black_Scholes.
- Lattice_model_(finance) wikiPageWikiLink Black_model.
- Lattice_model_(finance) wikiPageWikiLink Black–Derman–Toy_model.
- Lattice_model_(finance) wikiPageWikiLink Black–Scholes_model.
- Lattice_model_(finance) wikiPageWikiLink Bond_option.
- Lattice_model_(finance) wikiPageWikiLink Bond_valuation.
- Lattice_model_(finance) wikiPageWikiLink Bootstrapping_(finance).
- Lattice_model_(finance) wikiPageWikiLink Brownian_motion.
- Lattice_model_(finance) wikiPageWikiLink CFA_Institute.
- Lattice_model_(finance) wikiPageWikiLink Call_option.
- Lattice_model_(finance) wikiPageWikiLink Callable_bond.
- Lattice_model_(finance) wikiPageWikiLink Category:Mathematical_finance.
- Lattice_model_(finance) wikiPageWikiLink Category:Options_(finance).
- Lattice_model_(finance) wikiPageWikiLink Category:Short-rate_models.
- Lattice_model_(finance) wikiPageWikiLink Central_moment.
- Lattice_model_(finance) wikiPageWikiLink Chapter_11.
- Lattice_model_(finance) wikiPageWikiLink Chapter_11,_Title_11,_United_States_Code.
- Lattice_model_(finance) wikiPageWikiLink Contingent_convertible_bond.
- Lattice_model_(finance) wikiPageWikiLink Convertible_bond.
- Lattice_model_(finance) wikiPageWikiLink Convertible_bonds.
- Lattice_model_(finance) wikiPageWikiLink Cox–Ingersoll–Ross_model.
- Lattice_model_(finance) wikiPageWikiLink Curve_fitting.
- Lattice_model_(finance) wikiPageWikiLink Day-count_fraction.
- Lattice_model_(finance) wikiPageWikiLink Discrete_time_and_continuous_time.
- Lattice_model_(finance) wikiPageWikiLink Distressed_securities.
- Lattice_model_(finance) wikiPageWikiLink Dividend_yield.
- Lattice_model_(finance) wikiPageWikiLink Economic_equilibrium.
- Lattice_model_(finance) wikiPageWikiLink Edgeworth_series.
- Lattice_model_(finance) wikiPageWikiLink Emanuel_Derman.
- Lattice_model_(finance) wikiPageWikiLink Embedded_option.
- Lattice_model_(finance) wikiPageWikiLink Employee_stock_option.
- Lattice_model_(finance) wikiPageWikiLink Equity.
- Lattice_model_(finance) wikiPageWikiLink Espen_Gaarder_Haug.
- Lattice_model_(finance) wikiPageWikiLink European_option.
- Lattice_model_(finance) wikiPageWikiLink Exercise_(options).
- Lattice_model_(finance) wikiPageWikiLink Exotic_option.
- Lattice_model_(finance) wikiPageWikiLink Exotic_options.
- Lattice_model_(finance) wikiPageWikiLink Expectation_value.
- Lattice_model_(finance) wikiPageWikiLink Expected_value.
- Lattice_model_(finance) wikiPageWikiLink Expiration_(options).
- Lattice_model_(finance) wikiPageWikiLink Face_value.
- Lattice_model_(finance) wikiPageWikiLink Finance.