Binomial options pricing model
id:
binomial-options-pricing-model-245-5504708
title:
Binomial options pricing model
text:
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" 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
brand slug:
wiki
category slug:
encyclopedia
description:
Numerical method for the valuation of financial options
original url:
https://en.wikipedia.org/wiki/Binomial_options_pricing_model
date created:
date modified:
2024-01-08T16:31:47Z
main entity:
{"identifier":"Q1138253","url":"https://www.wikidata.org/entity/Q1138253"}
image:
fields total:
13
integrity:
14