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Binomial Option Pricing

Conroy, Robert M.

Technical Note

Binomial Option Pricing

Conroy, Robert M.

F-0943 | Published March 29, 1990 | 12 pages Technical Note

Collection: Darden School of Business

Product Details

This note is designed to introduce the binomial option-pricing model. It covers the basic concepts using a one-period model and then provides an example of a two-period model. The note focuses on a conceptual approach to binomial option pricing rather than formulas.

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