Option Pricing in the 1-Period Binomial Model

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Del curso dictado por Universidad de Columbia
Financial Engineering and Risk Management Part I
1289 ratings
Universidad de Columbia
1289 ratings
De la lección
Introduction to Derivative Securities
The mechanics of forwards, futures, swaps and options. Option pricing in the 1-period binomial model.

Conoce a los instructores

  • 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