option pricing

option pricing
  1. оценка опционов

 

оценка опционов
Вычисление стоимости опционов при заключении контрактов (напр., фьючерсных). Наиболее распространены две модели О.о.: биномиальная модель и модель Блэка—Шоулза—Мертона.
[http://slovar-lopatnikov.ru/]

Тематики

  • экономика

EN

  • option pricing


Англо-русский словарь нормативно-технической терминологии. . 2015.

Игры ⚽ Поможем написать курсовую

Смотреть что такое "option pricing" в других словарях:

  • option pricing model — ➔ model * * * option pricing model UK US noun [C] ► FINANCE, STOCK MARKET a way of calculating whether the price of an option (= the right to buy shares, etc. at a particular price) is fair: »The option pricing model takes various risk factors… …   Financial and business terms

  • Option Pricing Theory — Any model or theory based approach for calculating the fair value of an option. The most commonly used models today are the Black Scholes model and the binomial model. Both theories on options pricing have wide margins for error because their… …   Investment dictionary

  • option pricing curve — A graphical representation of the projected price of an option at a fixed point in time. It reflects the amount of time value premium in the option for various stock prices, as well. The curve is generated by using a mathematical model. The delta …   Financial and business terms

  • 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

  • Trinomial Option Pricing Model — An option pricing model incorporating three possible values that an underlying asset can have in one time period. The three possible values the underlying asset can have in a time period may be greater than, the same as, or less than the current… …   Investment dictionary

  • Binomial Option Pricing Model — An options valuation method developed by Cox, et al, in 1979. The binomial option pricing model uses an iterative procedure, allowing for the specification of nodes, or points in time, during the time span between the valuation date and the… …   Investment dictionary

  • Two-state option pricing model — An option pricing model in which the underlying asset can take on only two possible (discrete) values in the next time period for each value it can take on in the preceding time period. Also called the binomial option pricing model. The New York… …   Financial and business terms

  • Black-Scholes option pricing model — A model for pricing call options based on arbitrage arguments. Uses the stock price, the exercise price, the risk free interest rate, the time to expiration, and the expected standard deviation of the stock return. Developed by Fischer Black and… …   Financial and business terms

  • two-state option pricing model — A pricing equation allowing an underlying asset to assume only two possible (discrete) values in the next time period for each value it can take on in the preceding time period. Also called the binomial option pricing model. Bloomberg Financial… …   Financial and business terms

  • binomial option pricing model — See binomial model. Practical Law Dictionary. Glossary of UK, US and international legal terms. www.practicallaw.com. 2010 …   Law dictionary

  • Binomial option pricing model — An option pricing model in which the underlying asset can take on only two possible, discrete values in the next time period for each value that it can take on in the preceding time period. The New York Times Financial Glossary …   Financial and business terms


Поделиться ссылкой на выделенное

Прямая ссылка:
Нажмите правой клавишей мыши и выберите «Копировать ссылку»