This HTML5 document contains 89 embedded RDF statements represented using HTML+Microdata notation.

The embedded RDF content will be recognized by any processor of HTML5 Microdata.

Namespace Prefixes

PrefixIRI
dctermshttp://purl.org/dc/terms/
yago-reshttp://yago-knowledge.org/resource/
dbohttp://dbpedia.org/ontology/
foafhttp://xmlns.com/foaf/0.1/
n12https://web.archive.org/web/20070622150346/http:/www.in-the-money.com/pages/
n4https://global.dbpedia.org/id/
n17https://warwick.ac.uk/fac/sci/maths/people/staff/oleg_zaboronski/fm/
yagohttp://dbpedia.org/class/yago/
dbthttp://dbpedia.org/resource/Template:
rdfshttp://www.w3.org/2000/01/rdf-schema#
freebasehttp://rdf.freebase.com/ns/
rdfhttp://www.w3.org/1999/02/22-rdf-syntax-ns#
owlhttp://www.w3.org/2002/07/owl#
wikipedia-enhttp://en.wikipedia.org/wiki/
dbphttp://dbpedia.org/property/
dbchttp://dbpedia.org/resource/Category:
provhttp://www.w3.org/ns/prov#
n19https://www.realoptions.org/papers2010/
n22http://www.hoadley.net/options/
xsdhhttp://www.w3.org/2001/XMLSchema#
wikidatahttp://www.wikidata.org/entity/
goldhttp://purl.org/linguistics/gold/
dbrhttp://dbpedia.org/resource/

Statements

Subject Item
dbr:Binomial_options_pricing_model
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:List_of_quantitative_analysts
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Mathematical_finance
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Option_(finance)
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Employee_stock_option
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Convertible_bond
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Lattice_model_(finance)
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Outline_of_finance
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Korn–Kreer–Lenssen_model
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Black–Karasinski_model
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Phelim_Boyle
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Neil_Chriss
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Finite_difference_methods_for_option_pricing
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Trinomial_tree
rdf:type
yago:Object100002684 yago:LivingThing100004258 dbo:ArchitecturalStructure yago:YagoLegalActor yago:YagoLegalActorGeo yago:Worker109632518 yago:Whole100003553 yago:PhysicalEntity100001930 yago:Organism100004475 yago:Person100007846 yago:Model110324560 yago:CausalAgent100007347 yago:Assistant109815790 yago:WikicatModelsOfComputation
rdfs:label
Trinomial tree
rdfs:comment
The trinomial tree is a lattice-based computational model used in financial mathematics to price options. It was developed by Phelim Boyle in 1986. It is an extension of the binomial options pricing model, and is conceptually similar. It can also be shown that the approach is equivalent to the explicit finite difference method for option pricing. For fixed income and interest rate derivatives see Lattice model (finance)#Interest rate derivatives.
dcterms:subject
dbc:Financial_models dbc:Mathematical_finance dbc:Trees_(data_structures) dbc:Options_(finance) dbc:Models_of_computation
dbo:wikiPageID
20262149
dbo:wikiPageRevisionID
1101779808
dbo:wikiPageWikiLink
dbr:Implied_trinomial_tree dbr:Dividend_yield dbr:Finite_difference_methods_for_option_pricing dbr:Birth–death_process dbr:Lattice_model_(finance) dbr:Korn–Kreer–Lenssen_model dbr:Journal_of_Derivatives dbc:Trees_(data_structures) dbr:Fixed_income dbr:Vanilla_option dbc:Financial_models dbr:Interest_rate_derivative dbr:Option_(finance) dbc:Mathematical_finance dbr:Aalto_University dbr:Moment_(mathematics) dbc:Options_(finance) dbr:Finite_difference_method dbr:Log-normal_distribution dbr:Computational_model dbr:Phelim_Boyle dbc:Models_of_computation dbr:Volatility_(finance) dbr:Martingale_(probability_theory) dbr:Binomial_options_pricing_model dbr:Valuation_of_options dbr:Exotic_option dbr:Financial_mathematics dbr:Risk-free_interest_rate dbr:Underlying dbr:University_of_Warwick
dbo:wikiPageExternalLink
n12:author.htm n17:trinomial_tree_2010_kevin.pdf n19:241.pdf n22:binomialtree.aspx%3Ftree=T
owl:sameAs
n4:4wTaf wikidata:Q7843049 yago-res:Trinomial_tree freebase:m.04zywmj
dbp:wikiPageUsesTemplate
dbt:Short_description dbt:Cite_journal dbt:Snd dbt:Derivatives_market
dbo:abstract
The trinomial tree is a lattice-based computational model used in financial mathematics to price options. It was developed by Phelim Boyle in 1986. It is an extension of the binomial options pricing model, and is conceptually similar. It can also be shown that the approach is equivalent to the explicit finite difference method for option pricing. For fixed income and interest rate derivatives see Lattice model (finance)#Interest rate derivatives.
gold:hypernym
dbr:Lattice
prov:wasDerivedFrom
wikipedia-en:Trinomial_tree?oldid=1101779808&ns=0
dbo:wikiPageLength
6956
foaf:isPrimaryTopicOf
wikipedia-en:Trinomial_tree
Subject Item
dbr:Short-rate_model
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Valuation_of_options
dbo:wikiPageWikiLink
dbr:Trinomial_tree
Subject Item
dbr:Trinomial_Tree
dbo:wikiPageWikiLink
dbr:Trinomial_tree
dbo:wikiPageRedirects
dbr:Trinomial_tree
Subject Item
wikipedia-en:Trinomial_tree
foaf:primaryTopic
dbr:Trinomial_tree