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  2. 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.

  3. Binomial regression - Wikipedia

    en.wikipedia.org/wiki/Binomial_regression

    Binomial regression models are essentially the same as binary choice models, one type of discrete choice model: the primary difference is in the theoretical motivation (see comparison). In machine learning, binomial regression is considered a special case of probabilistic classification, and thus a generalization of binary classification.

  4. Lattice model (finance) - Wikipedia

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

    The simplest lattice model is the binomial options pricing model; [7] the standard ("canonical" [8]) method is that proposed by Cox, Ross and Rubinstein (CRR) in 1979; see diagram for formulae. Over 20 other methods have been developed, [9] with each "derived under a variety of assumptions" as regards the development of the underlying's price. [4]

  5. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The Poisson distribution, which describes a very large number of individually unlikely events that happen in a certain time interval. Related to this distribution are a number of other distributions: the displaced Poisson, the hyper-Poisson, the general Poisson binomial and the Poisson type distributions.

  6. Monte Carlo methods for option pricing - Wikipedia

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

    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 each path. (3) These payoffs are then averaged and (4) discounted to today.

  7. Black–Derman–Toy model - Wikipedia

    en.wikipedia.org/wiki/Black–Derman–Toy_model

    It is a one-factor model; that is, a single stochastic factor—the short rate—determines the future evolution of all interest rates. It was the first model to combine the mean-reverting behaviour of the short rate with the log-normal distribution, [1] and is still widely used. [2] [3]

  8. Negative multinomial distribution - Wikipedia

    en.wikipedia.org/wiki/Negative_multinomial...

    In probability theory and statistics, the negative multinomial distribution is a generalization of the negative binomial distribution (NB(x 0, p)) to more than two outcomes. [ 1 ] As with the univariate negative binomial distribution, if the parameter x 0 {\displaystyle x_{0}} is a positive integer, the negative multinomial distribution has an ...

  9. Binomial number - Wikipedia

    en.wikipedia.org/wiki/Binomial_number

    The main reason for studying these numbers is to obtain their factorizations.Aside from algebraic factors, which are obtained by factoring the underlying polynomial (binomial) that was used to define the number, such as difference of two squares and sum of two cubes, there are other prime factors (called primitive prime factors, because for a given they do not factorize with <, except for a ...