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  2. Black–Karasinski model - Wikipedia

    en.wikipedia.org/wiki/Black–Karasinski_model

    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 ...

  3. Financial modeling - Wikipedia

    en.wikipedia.org/wiki/Financial_modeling

    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.

  4. Mathematical finance - Wikipedia

    en.wikipedia.org/wiki/Mathematical_finance

    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 ...

  5. 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.

  6. Category:Financial models - Wikipedia

    en.wikipedia.org/wiki/Category:Financial_models

    Fama–French three-factor model; Fama–MacBeth regression; Financial Modelers' Manifesto; Financial modeling; Financial models with long-tailed distributions and volatility clustering; Fuzzy pay-off method for real option valuation

  7. Zvi Wiener - Wikipedia

    en.wikipedia.org/wiki/Zvi_Wiener

    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.

  8. BMW recalls 2024: Check the list of models recalled this year

    www.aol.com/bmw-recalls-2024-check-list...

    BMW recalled certain 2023-2024 X1, X5, X6, X7, XM, 530i, i5, 740i, 760i, i7, and 750e vehicles.. The NHTSA report said that the integrated brake system may malfunction and result in a loss of ...

  9. Lattice model (finance) - Wikipedia

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

    In quantitative finance, a lattice model [1] is a mathematical approach to the valuation of derivatives in situations requiring a discrete time model. For dividend paying equity options , a typical application would correspond to the pricing of an American-style option , where a decision to exercise is allowed at any time up to the maturity.

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