A smiling tree: an empirical evaluation on binomial tree methods for local volatility model

DISSERTATION WITH DISTINCTION

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Al Alem, Mouaz Abdul Ghani (author)
منشور في: 2009
الموضوعات:
الوصول للمادة أونلاين:http://bspace.buid.ac.ae/handle/1234/35
الوسوم: إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
_version_ 1862980612064804864
author Al Alem, Mouaz Abdul Ghani
author_facet Al Alem, Mouaz Abdul Ghani
author_role author
dc.creator.none.fl_str_mv Al Alem, Mouaz Abdul Ghani
dc.date.none.fl_str_mv 2009-09
2013-02-07T12:14:47Z
2013-02-07T12:14:47Z
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv 60026
http://bspace.buid.ac.ae/handle/1234/35
dc.language.none.fl_str_mv en
dc.publisher.none.fl_str_mv The British University in Dubai (BUiD)
dc.subject.none.fl_str_mv empirical evaluation
binomial tree
dc.title.none.fl_str_mv A smiling tree: an empirical evaluation on binomial tree methods for local volatility model
dc.type.none.fl_str_mv Dissertation
description DISSERTATION WITH DISTINCTION
id budr_8939c8ec4e1cbe933ab8ee46a5106b2c
identifier_str_mv 60026
language_invalid_str_mv en
network_acronym_str budr
network_name_str The British University in Dubai repository
oai_identifier_str oai:bspace.buid.ac.ae:1234/35
publishDate 2009
publisher.none.fl_str_mv The British University in Dubai (BUiD)
repository.mail.fl_str_mv
repository.name.fl_str_mv
repository_id_str
spelling A smiling tree: an empirical evaluation on binomial tree methods for local volatility modelAl Alem, Mouaz Abdul Ghaniempirical evaluationbinomial treeDISSERTATION WITH DISTINCTIONThis study compares between the standard Black-Scholes model and two local volatility models of implied binomial trees for PowerShare index options with regards to the pricing accuracy when evaluated against actual market prices. With Black, F. and M. Scholes (1973): The Pricing of Options and Corporate Liabilities. Journal of Political Economy, volume: 81, pp. 637 – 59 model as a benchmark, two local volatility models were analyzed: Derman and Kani's [Derman, E., & Kani, I., 1994. The Volatility Smile and Its Implied Tree. Risk, 7, 32–39] and Barle and Ckici’s [Barle, S and N. Cakici, (1998): How to Grow a Smiling Tree. The Journal of Financial Engineering, Vol. 7, No. 2, June 1998]. The model suggested by Barle and Cakici shows the best performance followed by Derman and Kani. Black-Scholes performance on the other hands was significantly lower than the two models. This is attributed to the fact that Black-Scholes model adopts a constant volatility regardless of option’s strike price or time to maturity. This finding is consistent at different moneyness levels and for different maturity periods.The British University in Dubai (BUiD)2013-02-07T12:14:47Z2013-02-07T12:14:47Z2009-09Dissertationapplication/pdf60026http://bspace.buid.ac.ae/handle/1234/35enoai:bspace.buid.ac.ae:1234/352021-10-06T13:33:38Z
spellingShingle A smiling tree: an empirical evaluation on binomial tree methods for local volatility model
Al Alem, Mouaz Abdul Ghani
empirical evaluation
binomial tree
title A smiling tree: an empirical evaluation on binomial tree methods for local volatility model
title_full A smiling tree: an empirical evaluation on binomial tree methods for local volatility model
title_fullStr A smiling tree: an empirical evaluation on binomial tree methods for local volatility model
title_full_unstemmed A smiling tree: an empirical evaluation on binomial tree methods for local volatility model
title_short A smiling tree: an empirical evaluation on binomial tree methods for local volatility model
title_sort A smiling tree: an empirical evaluation on binomial tree methods for local volatility model
topic empirical evaluation
binomial tree
url http://bspace.buid.ac.ae/handle/1234/35