Matches in DBpedia 2016-04 for { <http://wikidata.dbpedia.org/resource/Q6497124> ?p ?o }
- Q6497124 subject Q7485053.
- Q6497124 subject Q8741462.
- Q6497124 subject Q9049617.
- Q6497124 abstract "For other meanings, see lattice model (disambiguation)In finance, a lattice model [1] is a technique applied to the valuation of derivatives, where a discrete time model is required. 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. The method is also used for valuing certain exotic options, where because of path dependence in the payoff, Monte Carlo methods fail to account for optimal decisions to terminate the derivative by early exercise.".
- Q6497124 thumbnail Arbre_Binomial_Options_Reelles.png?width=300.
- Q6497124 wikiPageExternalLink rsx_FINAL.pdf.
- Q6497124 wikiPageExternalLink books?id=6NPuAAAAMAAJ&q=recombine&redir_esc=y.
- Q6497124 wikiPageExternalLink MasterclassER0408.pdf.
- Q6497124 wikiPageExternalLink productCd-0471499226.html.
- Q6497124 wikiPageExternalLink 170.pdf.
- Q6497124 wikiPageExternalLink embedded+option.
- Q6497124 wikiPageExternalLink tree.pdf.
- Q6497124 wikiPageExternalLink AIMR3.pdf.
- Q6497124 wikiPageExternalLink optequity.pdf.
- Q6497124 wikiPageExternalLink CHAP11.pdf.
- Q6497124 wikiPageExternalLink MiER73.pdf.
- Q6497124 wikiPageExternalLink leippold-wiener2003.pdf.
- Q6497124 wikiPageExternalLink Chap8.pdf.
- Q6497124 wikiPageExternalLink Rainbow%20Options.doc.
- Q6497124 wikiPageExternalLink TN02-01.pdf.
- Q6497124 wikiPageExternalLink BVR%20-%20Lattice%20Models.pdf.
- Q6497124 wikiPageExternalLink 4.
- Q6497124 wikiPageExternalLink derman-kani.pdf.
- Q6497124 wikiPageExternalLink LatticeModelsFE1.pdf.
- Q6497124 wikiPageExternalLink JFQA-422-Broadie-Kaya-Proofs.pdf.
- Q6497124 wikiPageExternalLink gs-valuing_convertibles.pdf.
- Q6497124 wikiPageExternalLink 3d_lattice.html.
- Q6497124 wikiPageExternalLink 1570826d1332880630-lezioni-di-econometria-interest-rate-derivatives-lecture-notes.pdf.
- Q6497124 wikiPageExternalLink pricing-convertible-bonds.aspx.
- Q6497124 wikiPageExternalLink June%2012%20Valuation%20Considerations%20PPT%20Final.pdf.
- Q6497124 wikiPageExternalLink rpf232.pdf.
- Q6497124 wikiPageExternalLink rpf275.pdf.
- Q6497124 wikiPageExternalLink rpf292.pdf.
- Q6497124 wikiPageExternalLink binomial_option.pdf.
- Q6497124 wikiPageExternalLink calculators.htm.
- Q6497124 wikiPageExternalLink sthash.5R3a6VDr.dpbs.
- Q6497124 wikiPageExternalLink lattice-model.asp.
- Q6497124 wikiPageExternalLink cb3.pdf.
- Q6497124 wikiPageExternalLink Description%20Convertible%20Tree%20Model%20w%20Credit%20Risk.htm.
- Q6497124 wikiPageExternalLink thesis_iehrlich.pdf.
- Q6497124 wikiPageExternalLink 10Lecture.pdf.
- Q6497124 wikiPageExternalLink abo.pdf.
- Q6497124 wikiPageExternalLink lmm.pdf.
- Q6497124 wikiPageExternalLink calibrating-the-ornstein-uhlenbeck-model.
- Q6497124 wikiPageExternalLink vol14.pdf.
- Q6497124 wikiPageExternalLink 978-0-387-25898-0.
- Q6497124 wikiPageExternalLink .VGWuy_mUfT8.
- Q6497124 wikiPageExternalLink trinomial_tree_2010_kevin.pdf.
- Q6497124 wikiPageWikiLink Q1054463.
- Q6497124 wikiPageWikiLink Q1056625.
- Q6497124 wikiPageWikiLink Q1058362.
- Q6497124 wikiPageWikiLink Q1062835.
- Q6497124 wikiPageWikiLink Q1085860.
- Q6497124 wikiPageWikiLink Q1088747.
- Q6497124 wikiPageWikiLink Q1093521.
- Q6497124 wikiPageWikiLink Q1100466.
- Q6497124 wikiPageWikiLink Q1104031.
- Q6497124 wikiPageWikiLink Q1136583.
- Q6497124 wikiPageWikiLink Q1138253.
- Q6497124 wikiPageWikiLink Q1202993.
- Q6497124 wikiPageWikiLink Q1225659.
- Q6497124 wikiPageWikiLink Q1338307.
- Q6497124 wikiPageWikiLink Q133871.
- Q6497124 wikiPageWikiLink Q1479654.
- Q6497124 wikiPageWikiLink Q1508707.
- Q6497124 wikiPageWikiLink Q1563747.
- Q6497124 wikiPageWikiLink Q1585708.
- Q6497124 wikiPageWikiLink Q15963867.
- Q6497124 wikiPageWikiLink Q1639871.
- Q6497124 wikiPageWikiLink Q1660345.
- Q6497124 wikiPageWikiLink Q16994876.
- Q6497124 wikiPageWikiLink Q17153156.
- Q6497124 wikiPageWikiLink Q175199.
- Q6497124 wikiPageWikiLink Q176737.
- Q6497124 wikiPageWikiLink Q177239.
- Q6497124 wikiPageWikiLink Q178036.
- Q6497124 wikiPageWikiLink Q1806850.
- Q6497124 wikiPageWikiLink Q187631.
- Q6497124 wikiPageWikiLink Q187860.
- Q6497124 wikiPageWikiLink Q1929310.
- Q6497124 wikiPageWikiLink Q193326.
- Q6497124 wikiPageWikiLink Q200125.
- Q6497124 wikiPageWikiLink Q205165.
- Q6497124 wikiPageWikiLink Q205175.
- Q6497124 wikiPageWikiLink Q205180.
- Q6497124 wikiPageWikiLink Q205257.
- Q6497124 wikiPageWikiLink Q2140526.
- Q6497124 wikiPageWikiLink Q2305975.
- Q6497124 wikiPageWikiLink Q232207.
- Q6497124 wikiPageWikiLink Q2331759.
- Q6497124 wikiPageWikiLink Q2361268.
- Q6497124 wikiPageWikiLink Q2501440.
- Q6497124 wikiPageWikiLink Q2706107.
- Q6497124 wikiPageWikiLink Q287251.
- Q6497124 wikiPageWikiLink Q3024792.
- Q6497124 wikiPageWikiLink Q330828.
- Q6497124 wikiPageWikiLink Q355607.
- Q6497124 wikiPageWikiLink Q378150.
- Q6497124 wikiPageWikiLink Q380382.
- Q6497124 wikiPageWikiLink Q3826213.