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Simon Benninga and Zvi Wiener (1998). Binomial Term Structure Models, Mathematica in Education and Research, Vol. 7 No. 3 1998; Blanka Horvath, Antoine Jacquier and Colin Turfus (2017). Analytic Option Prices for the Black–Karasinski Short Rate Model; Colin Turfus (2018). Analytic Swaption Pricing in the Black–Karasinski Model; Colin Turfus ...
Financial modeling is the task of building an abstract representation (a model) of a real world financial situation. [1] This is a mathematical model designed to represent (a simplified version of) the performance of a financial asset or portfolio of a business, project , or any other investment.
Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk and portfolio ...
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.
His areas of expertise are Financial modeling, Risk Management, Options and other derivatives with Applications to Corporate finance, Structured product, Stochastic process, Monte Carlo Simulation and Game theory. Bergman, Yaacov Z.; Grundy, Bruce D.; Wiener, Zvi (December 1996). "General Properties of Option Prices". The Journal of Finance.
Parametric recently launched an offering that allows customers to pick equities off strategies from the financial-advisory and asset-management firm Lazard. To stay ahead of the curve, Preqin is ...
Market dips during the typical holiday rally period in 1999 and 2007 served as precursors to the dot-com bubble and 2008 financial crisis, respectively. Last year, though, a minor sell-off around ...
The people in Donald Trump’s orbit are floating some dramatic ideas that would remake the way banks are regulated. There are lots of questions about whether any of the ideas will come to pass.
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