7
How Precise Are Price Distributions Predicted by IBT?
7.1
Implied Binomial Trees
7.1.1
The Derman and Kani (D & K) algorithm
7.1.2
Compensation
7.1.3
Barle and Cakici (B & C) algorithm
7.2
A Simulation and a Comparison of the SPDs
7.3
Example - Analysis of DAX data
Bibliography