enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Finite difference methods for option pricing - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_methods...

    The discrete difference equations may then be solved iteratively to calculate a price for the option. [4] The approach arises since the evolution of the option value can be modelled via a partial differential equation (PDE), as a function of (at least) time and price of underlying; see for example the Black–Scholes PDE. Once in this form, a ...

  3. Delta ratio - Wikipedia

    en.wikipedia.org/wiki/Delta_Ratio

    Mathematically, if the change in the numerator is similar to the change in the denominator, the delta ratio will be close to 1. Since the anions are unable to diffuse out of the bloodstream, while bicarbonate and hydrogen ions diffuse with ease (as H 2 CO 3, carbonic acid), the usual result will be closer to a delta ratio of 1 to 2.

  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. Logarithmic decrement - Wikipedia

    en.wikipedia.org/wiki/Logarithmic_decrement

    The logarithmic decrement can be obtained e.g. as ln(x 1 /x 3).Logarithmic decrement, , is used to find the damping ratio of an underdamped system in the time domain.. The method of logarithmic decrement becomes less and less precise as the damping ratio increases past about 0.5; it does not apply at all for a damping ratio greater than 1.0 because the system is overdamped.

  6. Dirac delta function - Wikipedia

    en.wikipedia.org/wiki/Dirac_delta_function

    The delta function was introduced by physicist Paul Dirac, and has since been applied routinely in physics and engineering to model point masses and instantaneous impulses. It is called the delta function because it is a continuous analogue of the Kronecker delta function, which is usually defined on a discrete domain and takes values 0 and 1.

  7. Propagation of uncertainty - Wikipedia

    en.wikipedia.org/wiki/Propagation_of_uncertainty

    Any non-linear differentiable function, (,), of two variables, and , can be expanded as + +. If we take the variance on both sides and use the formula [11] for the variance of a linear combination of variables ⁡ (+) = ⁡ + ⁡ + ⁡ (,), then we obtain | | + | | +, where is the standard deviation of the function , is the standard deviation of , is the standard deviation of and = is the ...

  8. Dynamic modulus - Wikipedia

    en.wikipedia.org/wiki/Dynamic_modulus

    The ratio of the loss modulus to storage modulus in a viscoelastic material is defined as the ⁡, (cf. loss tangent), which provides a measure of damping in the material. tan ⁡ δ {\displaystyle \tan \delta } can also be visualized as the tangent of the phase angle ( δ {\displaystyle \delta } ) between the storage and loss modulus.

  9. Delta method - Wikipedia

    en.wikipedia.org/wiki/Delta_method

    The intuition of the delta method is that any such g function, in a "small enough" range of the function, can be approximated via a first order Taylor series (which is basically a linear function). If the random variable is roughly normal then a linear transformation of it is also normal. Small range can be achieved when approximating the ...