Binomial Option Pricing: Tutorial on Portfolio Replication Approach
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We describe the portfolio replication approach to price an option using a one period binomial tree model. The approach can be easily extended to price derivatives in multi-period setting.
Видео Binomial Option Pricing: Tutorial on Portfolio Replication Approach канала finCampus Lecture Hall
We describe the portfolio replication approach to price an option using a one period binomial tree model. The approach can be easily extended to price derivatives in multi-period setting.
Видео Binomial Option Pricing: Tutorial on Portfolio Replication Approach канала finCampus Lecture Hall
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