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Binomial option pricing model
| Глоссарий экономических терминов |
An option pricing model in which the underlying asset can assume one of only two possible, discrete values in the next time period for each value that it can take on in the preceding time period.
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Underlying, английский
- A исходный, лежащий в основе; глубинный form, structure, word underspecification n грамматическая неправиль- ность; несоответствие грамматическим пра- вилам (ант. licensing)
- What supports the security or instrument that parties agree to exchange in a derivative contract.
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Covered straddle, английский
An option strategy in which one call and one put with the same strike price and expiration are written against 100 shares of the underlying stock. in actually, this is not a "covered" strategy because assignment on the short put would require purchase of stock on margin. this method is also known as a covered combination.
Real option, английский
An option or option-like feature embedded in a real investment opportunity.
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