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derivative pricing models

Any one of several methods and models used in technical analysis in attempts to find the fair price of a futures or options contract. For example, the Black-Scholes Option Pricing Model is used frequently when trying to find the fair price of a financial instrument. Derivative pricing models tend to be complex if not difficult, but some computer software and programs have made using such models easier.

Related information about derivative pricing models:
  1. Derivative Pricing Models: Definition from Answers.com
    models that relate a number of variables and yield a theoretical price that is useful in judging whether an option or other derivative is fairly priced.
     
  2. What is derivative pricing models? definition and meaning
    Definition of derivative pricing models: Any one of several methods and models used in technical analysis in attempts to find the fair price of a futures or options ...
     
  3. Derivative pricing models - Customized pricing derivative models ...
    SciComp derivatives pricing models meet the needs of users looking for off-the- shelf derivative pricing and risk models as well as those seeking a customized ...
     
  4. Credit Derivative Pricing Models - Q Group
    Credit Derivative Pricing Models. Firm Value and Share Price Based Models. This is a fundamental approach which in principle allows to: 1. Assess default risk ...
     
  5. Credit Derivatives Pricing Models: Model, Pricing and - Amazon.com
    In this book, Philipp Schönbucher covers all the important modelling approaches from hedge-based pricing to stochastic-intensity models, credit rating models ...
     
  6. Download PDF - Risk.net
    In this paper, we present a technique for calibrating derivative pricing models with respect to observed market prices. This technique can be applied in a very ...
     
  7. Hamiltonian and potentials in derivative pricing models: exact ...
    Available online at www.sciencedirect.com. Physica A 334 (2004) 531–557 www. elsevier.com/locate/physa. Hamiltonian and potentials in derivative pricing ...
     
  8. Derivative Pricing Models with Regime Switching: A ... - CiteSeer
    Derivative Pricing Models with Regime Switching: A General Approach. Craig Edwards. Abstract. The purpose of this paper is to demonstrate a general method ...