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Tools and Resources Designed to Support your Success.
01.
Binomial Lattice Option Pricing Model & Convertible Bond Valuation Tool
The Binomial Lattice Valuation Methodology can be utilized to value Real Options. The Binomial Lattice valuation methodology allows for changing levels of volatility because the binomial model breaks down the time to option expiration into time intervals. At each time interval, the underlying asset value can either move up or down, based on its volatility.
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02.
Monte Carlo Simulation and Black-Scholes – Option Pricing Model
The Monte Carlo Path Dependent Simulation Method is appropriate for complex stock options where the complexity of the option itself makes closed form approached such as Black-Scholes intractable. A Monte Carlo Simulation model determines the fair market value of the option for a set of randomly generated economic scenarios.
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