Arbitrage-free option-pricing models

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• Arbitrage-free option-pricing models — Yield curve option pricing models. The New York Times Financial Glossary …   Financial and business terms

• arbitrage-free option-pricing models — yield curve option pricing models. Bloomberg Financial Dictionary …   Financial and business terms

• Yield curve option-pricing models — Models that can incorporate different volatility assumptions along the yield curve, such as the Black Derman Toy model. Also called arbitrage free option pricing models. The New York Times Financial Glossary …   Financial and business terms

• yield curve option-pricing models — Models that can incorporate different volatility assumptions along the yield curve, such as the Black Derman Toy model. Also called arbitrage free option pricing models. Bloomberg Financial Dictionary …   Financial and business terms

• Arbitrage — For the upcoming film, see Arbitrage (film). Not to be confused with Arbitration. In economics and finance, arbitrage (IPA: /ˈɑrbɨtrɑːʒ/) is the practice of taking advantage of a price difference between two or more markets: striking a… …   Wikipedia

• Rational pricing — is the assumption in financial economics that asset prices (and hence asset pricing models) will reflect the arbitrage free price of the asset as any deviation from this price will be arbitraged away . This assumption is useful in pricing fixed… …   Wikipedia

• Binomial options pricing model — BOPM redirects here; for other uses see BOPM (disambiguation). In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. The binomial model was first proposed by Cox, Ross and… …   Wikipedia

• Credit default option — In finance, a default option, credit default swaption or credit default option is an option to buy protection (payer option) or sell protection (receiver option) as a credit default swap on a specific reference credit with a specific maturity.… …   Wikipedia

• Модели ценообразования опционов на базе кривой доходности — модели, включающие различные допущения колебаний кривой доходности, в том числе модель Блэка Дермана Тоя. По английски: Yield curve option pricing models Синонимы: Модели безарбитражного опционного ценообразования Синонимы английские: Arbitrage… …   Финансовый словарь

• Модели ценообразования опционов — Модели ценообразования опционов, исключающие арбитраж модели определения стоимости опциона посредством кривой доходности. По английски: Arbitrage free option pricing models Синонимы: исключающие арбитраж См. также: Модели ценообразования опционов …   Финансовый словарь

• Capital asset pricing model — In finance, the Capital Asset Pricing Model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well diversified portfolio, given that asset s non diversifiable… …   Wikipedia