
Binomial Option Pricing
Conroy, Robert M.
Technical Note
Binomial Option Pricing
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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