Modeling Financial Markets: Lattice Methods for Modeling Stochastic Processes - Maple Application Center
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Modeling Financial Markets: Lattice Methods for Modeling Stochastic Processes

Author
: Dr. Alejandro Reynoso
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This document explores lattice methods for modeling stochastic processes and includes the following topics:

  • Description of Lattice Methodsw
  • Recombining Binomial Trees
  • Customized Binomial Trees
  • Implied Binomial Trees
  • Trinomial Trees

This is part 20 of a 45-document course on Modeling Financial Markets. 

Application Details

Publish Date: July 19, 2022
Created In: Maple 2015
Language: English

Tags

finance

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