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Mit Online Option Pricing, Easy Option Pricing und Dynamic Option Pricing können folgende Optionen und Optionsscheine bewertet werden:
- Aktienoptionen
- Warenoptionen
- Zinsoptionen
Es sind die folgenden Modelle zur Bewertung von Optionen und Optionsscheinen verfügbar:
Plain Vanilla Options
- The generalized Black and Scholes option pricing formula
- Options on a stock with cash dividens
- The Black and Scholes model adjusted for trading day volatility
- The jump diffusion model
- American calls on stocks with known dividends
- American approximations, The Barone-Adesi and Whaley model, and The Bjerksund and Stensland model
- The Miltersen and Schwartz commodity option model
Exotic Options
- Executive stock options
- Forward start options
- Time switch options
- Simple chooser options
- Complex chooser options
- Options on options
- Writer extendible options
- Two asset correlation options
- Exchange one asset for another options
- Exchange options on exchange options
- Options on the maximum or the minimum of two risky assets
- Spread option approximation
- Floating strike lookback options
- Fixed strike lookback options
- Partial-time floating strike lookback options
- Partial-time fixed strike lookback
- Extreme spread options
- Standard barrier options
- Double barrier options
- Partial-time single asset barrier options
- Two asset barrier options
- Partial-time two asset barrier options
- Look-barrier options
- Soft-barrier options
- Gap options
- Cash-or-nothing options
- Two asset cash-or-nothing options
- Asset-or-nothing options
- Supershare options
- Binary barrier options
- Geometric average rate options
- Arithmetic average rate options: The Turnbull and Wakeman approximation
- Arithmetic average rate options: Levy's approximation
- Foreign equity options struck in domestic currency
- Fixed exchange rate foreign equity options
- Equity linked foreign exchange options
- Takeover foreign exchange options
Interest Rate Options
- Swaptions
- The Vasicek model
Trees
- The binomial and trinomial model
- Barrier options in binomial trees
- Convertible bonds in binomial trees
- Three dimensional binomial trees
- Implied trinomila trees
Monte Carlo Simulation
- Single Asset Plain Vanilla European Option
- Two Asset Asian Spread Option
Online Option Pricing, Easy Option Pricing und Dynamic Option Pricing liegen aktuelle finanzmathematische Modelle zugrunde.
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