7
How Precise Are Price Distributions Predicted by IBT?
7.1
Implied Binomial Trees
7.2
A Simulation and a Comparison of the SPDs
7.2.1
Simulation using Derman and Kani algorithm
7.2.2
Simulation using Barle and Cakici algorithm
7.2.3
Comparison with Monte-Carlo Simulation
7.3
Example - Analysis of DAX data
Bibliography