Acronym for adaptive mesh model; a derivative valuation method which was developed by Figlewski and Gao (1999). It is a...

A derivative valuation method which was developed by Figlewski and Gao (1999). It is a very flexible approach that helps...

Introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965) and Jan Mossin (1966) independently, and capitalized on...

Introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965) and Jan Mossin (1966) independently, and capitalized on...

A financial model used to value interest rate options based on a single factor (a single stochastic input), which is...

An option pricing model which was developed by John Cox, Stephen Ross, and Mark Rubinstein. It was designed to address...

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