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  2. Binary option - Wikipedia

    en.wikipedia.org/wiki/Binary_option

    In the Black–Scholes model, the price of the option can be found by the formulas below. [27] In fact, the Black–Scholes formula for the price of a vanilla call option (or put option) can be interpreted by decomposing a call option into an asset-or-nothing call option minus a cash-or-nothing call option, and similarly for a put – the binary options are easier to analyze, and correspond to ...

  3. Monte Carlo methods for option pricing - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_methods_for...

    Here the price of the option is its discounted expected value; see risk neutrality and rational pricing. The technique applied then, is (1) to generate a large number of possible, but random, price paths for the underlying (or underlyings) via simulation, and (2) to then calculate the associated exercise value (i.e. "payoff") of the option for ...

  4. Binomial options pricing model - Wikipedia

    en.wikipedia.org/wiki/Binomial_options_pricing_model

    In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options.Essentially, the model uses a "discrete-time" (lattice based) model of the varying price over time of the underlying financial instrument, addressing cases where the closed-form Black–Scholes formula is wanting, which in general does not exist for the BOPM.

  5. Black–Scholes model - Wikipedia

    en.wikipedia.org/wiki/Black–Scholes_model

    A binary call option is, at long expirations, similar to a tight call spread using two vanilla options. One can model the value of a binary cash-or-nothing option, C , at strike K , as an infinitesimally tight spread, where C v {\displaystyle C_{v}} is a vanilla European call: [ 35 ] [ 36 ]

  6. Sign extension - Wikipedia

    en.wikipedia.org/wiki/Sign_extension

    If the source of the operation is an unsigned number, then zero extension is usually the correct way to move it to a larger field while preserving its numeric value, while sign extension is correct for signed numbers. In the x86 and x64 instruction sets, the movzx instruction ("move with zero extension") performs this function.

  7. Trinomial tree - Wikipedia

    en.wikipedia.org/wiki/Trinomial_Tree

    The trinomial tree is a lattice-based computational model used in financial mathematics to price options.It was developed by Phelim Boyle in 1986. It is an extension of the binomial options pricing model, and is conceptually similar.

  8. Binary number - Wikipedia

    en.wikipedia.org/wiki/Binary_number

    The base-2 numeral system is a positional notation with a radix of 2.Each digit is referred to as a bit, or binary digit.Because of its straightforward implementation in digital electronic circuitry using logic gates, the binary system is used by almost all modern computers and computer-based devices, as a preferred system of use, over various other human techniques of communication, because ...

  9. Options strategy - Wikipedia

    en.wikipedia.org/wiki/Options_strategy

    A typical option strategy involves the purchase / selling of at least 2-3 different options (with different strikes and / or time to expiry), and the value of such portfolio may change in a very complex way. One very useful way to analyze and understand the behavior of a certain option strategy is by drawing its Profit graph.