0
$\begingroup$

What I'm imagining is a long list of different types of financial instruments traded on the market along with the model(s) that is industry standard for valuing it. Something like:

European equity options : Black-Schooles model

American equity options : Binomial options pricing model

Asian equity options: Monte-Carlo simulation

Swaption : Black-76 model

Bermudan Swaption: Lattice-based term structure

and so forth. Has anyone come across something like this?

$\endgroup$
1
  • $\begingroup$ Asian options are very often priced using moment matching. $\endgroup$ Commented May 23, 2020 at 19:06

1 Answer 1

2
$\begingroup$

Not an exhausting list, and just a little dated, but a very extensive list of various kinds of options and the methods used to price them can be found in The Complete Guide to Option Pricing Formulas by Espen Gaarder Haug.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.