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Häufige Begriffe und WortgruppenAmerican call option American option annum approximation ArrowDebreu(n Asian option asset price asset-or-nothing barrier options binary binomial tree Bjerksund Black-Scholes formula bond price call value CallPutFlag cash-or-nothing options chooser option closed-form Computer algorithm computer code correlation cost of carry coupon cumulative normal distribution currency option dividend yield domestic currency Double Dim Down-and-in down-and-out Elself End Function End If End European options Example Consider Exchange Options exchange rate exotic options expiration extreme spread fixed strike lookback floating strike lookback geometric Brownian motion implied volatility Integer maturity months to expiry node normal distribution function option to exchange option values options pricing formulas Payoff plain vanilla price tree put option put-call risk-free interest rate risk-free rate Rubinstein set equal specifying the TypeFlag spread option standard stock index stock price strike lookback option strike price swaption Table transition probabilities tree model trinomial TypeFlag the function underlying asset Up-and-in valuation zero-coupon bond Verweise auf dieses BuchAus anderen Büchern
Aus Google ScholarOn the Use of Numeraires in Option PricingSimon Benninga, Tomas Bjork, Zvi Wiener High-resolution path-integral development of financial optionsLester Ingber - 2000 - Physica A: Statistical Mechanics and its Applications Back to Basics: a new approach to the discrete dividend problemEspen G Haug, Jørgen Haug, Alan Lewis Simulation multivariater Auktionen±Eine Analyse des OTC-Handels ...Martin Bichler, Rainer Klimesch - 2000 - WIRTSCHAFTSINFORMATIK Referenzen von WebseitenThe complete guide to option pricing formulas. Espen C. Haug 1997 ... Wilmott Forums - New 2nd Edition - The Complete Guide to Option ... Global-Investor Bookshop : The Complete Guide to Option Pricing ... The Complete Guide to Option Pricing Formulas (mcgraw-Hill) doi ... The complete guide to option pricing formulas / Espen Gaarder Haug. Espen Gaarder Haug profile at Financial Gurus Nothing But Options - a helpful resource for investors who are ... Multi-Barrier One Asset Model Global Derivatives v3.0 - The Complete Guide to Option Pricing ... Finance::Options - Options pricing and related calculations Bibliografische Informationen
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