A bond which is payable at par to its holder on demand once the lock-out or deferment period expires. This…
A bond which is payable at par to its holder on demand once the lock-out or deferment period expires. This…
An option pricing model which was developed by John Cox, Stephen Ross, and Mark Rubinstein. It was designed to address...
It stands for variance gamma model; an option pricing model which is based purely on jumps between successive nodes where...
An option pricing model which is based purely on jumps between successive nodes where small jumps occur often and large...
A stochastic process where the change in the price of a derivative during each short period of time has a...
A valuation model which is used to price interest rate options using mean reversion to generate a future interest rate....
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...
