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...
A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...
A contract that confers on the holder the right, but not the obligation, to subscribe to the shares of an...
An option to exercise on a bundle of long forwards (forwards owned or purchased). The forwards have a maturity date...
Options are highly leveraged investments. In the underlying price moves favorably, an investor could earn much bigger percentage gains on...
An exotic option (specifically a type of an either-or option or an alternative option) whose payoff is based on the...
An option (Asian option) whose payoff depends on the average price of the underlying asset during at least some part...