About: Binomial options pricing model

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In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. Essentially, the model uses a "discrete-time" (lattice based) model of the varying price over time of the underlying financial instrument, addressing cases where the closed-form Black–Scholes formula is wanting. The binomial model was first proposed by William Sharpe in the 1978 edition of Investments (ISBN 013504605X), and formalized by Cox, Ross and Rubinstein in 1979 and by Rendleman and Bartter in that same year.

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rdfs:label	Binomial options pricing model (en)
rdfs:comment	In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. Essentially, the model uses a "discrete-time" (lattice based) model of the varying price over time of the underlying financial instrument, addressing cases where the closed-form Black–Scholes formula is wanting. The binomial model was first proposed by William Sharpe in the 1978 edition of Investments (ISBN 013504605X), and formalized by Cox, Ross and Rubinstein in 1979 and by Rendleman and Bartter in that same year. (en)
sameAs	Binomial options pricing model Binomial options pricing model
dbp:wikiPageUsesTemplate	dbt:Citation_needed dbt:ISBN dbt:Math dbt:Mvar dbt:Ordered_list dbt:Reflist dbt:Short_description dbt:Sup dbt:Sectionlink dbt:Derivatives_market
Subject	Trees (data structures) Financial models Mathematical finance Models of computation Options (finance)
Link from a Wikipage to an external page	http://demonstrations.wolfram.com/BinomialOptionPricingModel/ http://tv-prod.s3.amazonaws.com/documents%2Fnull-Binomial+Option+Pricing+_f-0943_.pdf https://papers.ssrn.com/sol3/papers.cfm%3Fabstract_id=2428763 http://ssrn.com/abstract=844104 http://www.sjsu.edu/faculty/watkins/binomial.htm
thumbnail	wiki-commons:Special:FilePath/Arbre_Binomial_Options_Reelles.png?width=300
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Link from a Wikipage to another Wikipage	Log-normal distribution Mark Rubinstein Numerical analysis Risk-free rate Risk-neutral measure Underlying William F. Sharpe Algorithm Approximation Arbitrage Asian option Backward induction Binomial distribution Black–Scholes model Monte Carlo method Monte Carlo methods for option pricing Monte Carlo methods in finance Stephen Ross (economist) Volatility (finance) Call option Trees (data structures) Geometric Brownian motion Financial models Mathematical finance Models of computation Options (finance) Discrete time and continuous time Dividend Dividend yield PDF Put option Quantum finance Wolfram Demonstrations Project Day count convention Spreadsheet Time complexity Trinomial tree Closed-form expression John Carrington Cox Option (finance) Option style Option time value Partial differential equation Software Special case Finance Finite difference method Finite difference methods for option pricing Fixed income Derivative (finance) Expected value Fair value Interest rate derivative Tree (data structure) Variance Strike price Lattice model (finance) Mathematical finance Maxima and minima Rational pricing Real options valuation
has abstract	In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. Essentially, the model uses a "discrete-time" (lattice based) model of the varying price over time of the underlying financial instrument, addressing cases where the closed-form Black–Scholes formula is wanting. The binomial model was first proposed by William Sharpe in the 1978 edition of Investments (ISBN 013504605X), and formalized by Cox, Ross and Rubinstein in 1979 and by Rendleman and Bartter in that same year. For binomial trees as applied to fixed income and interest rate derivatives see Lattice model (finance) § Interest rate derivatives. (en)
foaf:isPrimaryTopicOf	http://en.wikipedia.org/wiki/Binomial_options_pricing_model
is Wikipage redirect of	BOPM Cox-Ross-Rubinstein model Cox–Ross–Rubinstein model Binomial option models Binomial options model CRR model

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