Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
This paper describes the application of a convergence acceleration technique to the binomial option pricing model. The resulting model, termed the accelerated binomial option pricing model, also can ...
8monon MSN
Using Decision Trees in Finance
Decision trees are major components of finance, philosophy, and decision analysis in university classes. Yet, many students ...
Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. In previous posts, we provided examples of pricing European and American options in Excel. For pricing the ...
After Black Monday in 1987, options implied volatilities started to display a ‘smile’ in relation to different strike prices, which models at the time could not capture. In 1994, two solutions were ...
An option pricing model in which the underlying asset can assume one of only two possible, discrete values in the next time period for each value that it can take on in the preceding time period.
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