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  2. 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. It can also be shown that the approach is equivalent to the explicit finite difference method for option ...

  3. Binomial options pricing model - Wikipedia

    en.wikipedia.org/wiki/Binomial_options_pricing_model

    The tree of prices is produced by working forward from valuation date to expiration. At each step, it is assumed that the underlying instrument will move up or down by a specific factor ( u {\displaystyle u} or d {\displaystyle d} ) per step of the tree (where, by definition, u ≥ 1 {\displaystyle u\geq 1} and 0 < d ≤ 1 {\displaystyle 0<d ...

  4. Lattice model (finance) - Wikipedia

    en.wikipedia.org/wiki/Lattice_model_(finance)

    Given this functional link to volatility, note now the resultant difference in the construction relative to equity implied trees: for interest rates, the volatility is known for each time-step, and the node-values (i.e. interest rates) must be solved for specified risk neutral probabilities; for equity, on the other hand, a single volatility ...

  5. Monte Carlo methods for option pricing - Wikipedia

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

    For the models used to simulate the interest-rate see further under Short-rate model; "to create realistic interest rate simulations" Multi-factor short-rate models are sometimes employed. [6] To apply simulation here, the analyst must first "calibrate" the model parameters, such that bond prices produced by the model best fit observed market ...

  6. Heath–Jarrow–Morton framework - Wikipedia

    en.wikipedia.org/wiki/Heath–Jarrow–Morton...

    The Journal of Fixed Income March 1999, Vol. 8, No. 4: pp. 85–98; Heath–Jarrow–Morton model and its application, Vladimir I Pozdynyakov, University of Pennsylvania; An Empirical Study of the Convergence Properties of the Non-recombining HJM Forward Rate Tree in Pricing Interest Rate Derivatives, A.R. Radhakrishnan New York University

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  8. Influence diagram - Wikipedia

    en.wikipedia.org/wiki/Influence_diagram

    It is now adopted widely and becoming an alternative to the decision tree which typically suffers from exponential growth in number of branches with each variable modeled. ID is directly applicable in team decision analysis , since it allows incomplete sharing of information among team members to be modeled and solved explicitly.

  9. Which 38 Republicans voted against Trump's plan to keep the ...

    www.aol.com/38-republicans-voted-against-keeping...

    The U.S Capitol is seen after U.S, President-elect Donald Trump called on U.S. lawmakers to reject a stopgap bill to keep the government funded past Friday, raising the likelihood of a partial ...