An interest rate option model (originally appeared in 1986) which uses short rates in pricing interest rate derivatives such as...

A mathematical model which is designed and used to figure out the optimal (theoretical) value of an option based on...

A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...

A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...

A Gaussian stochastic process (a continuous-time stochastic process) that has independent increments and a vanishing mean, and it features an...

A type of Markov process; a stochastic process, i.e., a group of random variables defined on the same probability space...

A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...

It stands for Black-Scholes model; a valuation model which is used to price financial options under a number of simplistic...

A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...

A discrete model for pricing options that was introduced by Cox, Ross and Rubinstein in 1979. In this model, the...