GLOSSARY ENTRY (DERIVED FROM QUESTION BELOW) | ||||||
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20:59 Sep 11, 2013 |
English to Portuguese translations [PRO] Tech/Engineering - IT (Information Technology) | |||||||
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| Selected response from: Fernandobn Brazil Local time: 02:55 | ||||||
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4 | Arquivador da posição binomial à vista/filtros da posição de dados de referência binomial à vista |
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spot binomial position filer / spot binomial reference data position filters Arquivador da posição binomial à vista/filtros da posição de dados de referência binomial à vista Explanation: Sug. spot = 1 - Taxa de câmbio à vista 2 - à vista, mercadorias para venda a dinheiro O mercado no qual as mercadorias estão disponíveis para entrega imediata. Também se refere ao preço do mercado à vista de uma mercadoria específica. binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. http://en.wikipedia.org/wiki/Binomial_options_pricing_model Binomial model The binomial option model proposed by Cox, Ross, and Rubinstein in 1979, values American options ondividend-paying common stock with explicit recognition of early exercise. The binomial model can be readily modified to work on currency options. In this model, the spot exchange rate at a point intime is constrained tomove (or jump) in one of two mutually exclusive paths. One is upwards, and the other is downwards. The expiration value of the call option is a function of the spot binomial tree. Specifically, the value of the option depends on whether the spot moves up or down. The binomial model can also be used to value European currency options. Here the risk neutrality approach provides a shortcut. The option’s value can be derived directly from the final set of nodes and their associated binomial risk-neutral probabilities of occurrence. The value of the call is equal to the expected present value ofthe payoff at expiration. http://www.cit.iit.bas.bg/CIT_01/2-01/34-55.pdf |
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