Financial and business terms. 2012.
Monte Carlo methods for option pricing — In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. [1] The term Monte Carlo method was coined by Stanislaw Ulam in… … Wikipedia
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-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
Option time value — Finance Financial markets Bond market … Wikipedia
Option-adjusted spread — (OAS) is the flat spread which has to be added to the treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. OAS is hence model dependent. This concept can be applied … Wikipedia
Yield curve — This article is about yield curves as used in finance. For the term s use in physics, see Yield curve (physics). Not to be confused with Yield curve spread – see Z spread. The US dollar yield curve as of February 9, 2005. The curve has a typical… … Wikipedia
Black–Scholes — The Black–Scholes model (pronounced /ˌblæk ˈʃoʊlz/[1]) is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European … Wikipedia
Bond duration — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
