Abstract
Options pricing is the task of determining the fair value of a particular option, given a set of parameters that exactly determine the features of the option contract, such as its expiration date, current volatility, and prevailing interest rates. Pricing options requires the use of efficient algorithms, because of frequent changes in prices and market volatility. For this reason, a number of models have been employed for this task in the area of quantitative finance.
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© 2020 Carlos Oliveira
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Oliveira, C. (2020). Basic Models for Options Pricing. In: Options and Derivatives Programming in C++20. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4842-6315-0_12
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DOI: https://doi.org/10.1007/978-1-4842-6315-0_12
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Publisher Name: Apress, Berkeley, CA
Print ISBN: 978-1-4842-6314-3
Online ISBN: 978-1-4842-6315-0
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