An Example: Pricing a European Put on a Futures Contract

Loading...
来自 哥伦比亚大学 的课程
金融工程与风险管理,第 1 部分
1289 评分
哥伦比亚大学
1289 评分
从本节课中
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.

与讲师见面

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