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Valuing Options Using Binomial Trees

Valuing Options Using Binomial Trees

Valuing Options Using Binomial Trees. Binomial Trees. A binomial tree is designed to represent the possible paths the stock price might follow.

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1.08k views • 76 slides
Introduction to Binomial Trees

Introduction to Binomial Trees

Introduction to Binomial Trees. Chapter 12. A Simple Binomial Model Note: Initial discussion is for options on assets that pay no income, e.g. a non-dividend paying stock. A stock price is currently $20 In three months it will be either $22 or $18. Stock Price = $22. Stock price = $20.

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337 views • 22 slides
Introduction to Binomial Trees

Introduction to Binomial Trees

Introduction to Binomial Trees. Chapter 12. A Simple Binomial Model Note: Initial discussion is for options on assets that pay no income, e.g. a non-dividend paying stock. A stock price is currently $20 In three months it will be either $22 or $18. Stock Price = $22. Stock price = $20.

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308 views • 22 slides
Chapter 6 ???????

Chapter 6 ???????

Chapter 6 ???????. ??????????. ?????? $20 ???????????? $22 ?? $18. Stock Price = $22. Stock price = $20. Stock Price = $18. ??????. ????????????????????????? $ 21. Stock Price = $22 Option Price = $1. Stock price = $20 Option Price=?. Stock Price = $18 Option Price = $0.

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372 views • 17 slides
Hedging in the BOPM

Hedging in the BOPM

Hedging in the BOPM. References: Neftci, Chapter 7 Hull, Chapter 11. The Binomial Model (from previous lecture example). A stock price is currently $20 In three months it will be either $22 or $18. Stock Price = $22. Stock price = $20. Stock Price = $18. The Call Option. Option tree: .

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301 views • 17 slides

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