Pricing Forwards and Futures in the Binomial Model

Do curso por Universidade Columbia
Engenharia Financeira e Gestão de Riscos Parte I
1291 ratings
Universidade Columbia
1291 ratings
Na lição
Option Pricing in the Multi-Period Binomial Model
Derivatives pricing in the binomial model including European and American options; handling dividends; pricing forwards and futures; convergence of the binomial model to Black-Scholes.

Conheça os instrutores

  • Martin Haugh
    Martin Haugh
    Co-Director, Center for Financial Engineering
    Industrial Engineering & Operations Research
  • Garud Iyengar
    Garud Iyengar
    Industrial Engineering and Operations Research Department