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About WQU - DTSP - Module 5 - Compiled - Content PDF
1) This document describes Module 5 of a course on discrete-time stochastic processes, which covers the binomial model. 2) The binomial model models asset price movements as randomly moving up or down by fixed factors at each time period. 3) Key concepts covered include constructing a binomial tree, pricing European options, and pricing exotic and path-dependent options on the tree. The module includes notes, transcripts, and a problem set.
Detailed Information
| Author: | ['vikrant'] |
|---|---|
| Publication Year: | 2020 |
| Pages: | 32 |
| Language: | English |
| Format: | |
| Price: | FREE |
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