'Down factor' presentation slideshows

Barrier option valuation with binomial model

Barrier option valuation with binomial model. Binomial model Barrier options Formulas Application. Barrier options. Down-and-out Down-and-in Up-and-out Up-and-in. Barrier levels. Down-and-out: H < K Down-and-in: H < K Up-and-out: H > K Up-and-in: H > K. Binomial Model.

509 views • 9 slides