Lecture

Multiperiod Binomial Pricing

In course

Pariatur eu dolore aute elit veniam aliqua exercitation ipsum cupidatat officia. Nisi qui laboris in proident aute aliqua. Ut sunt duis minim proident culpa cupidatat exercitation adipisicing aliqua sunt ullamco ex elit in.

Description

This lecture covers the concept of multiperiod binomial pricing models, starting from a 2-period model and extending to N-period models. It explains the evolution of prices, simulated paths, concatenation of period problems, and the replicating portfolio at different nodes. The lecture also introduces a recursive algorithm for pricing and discusses the law of one price.

Instructors (2)

Labore sit veniam consectetur eu labore. Exercitation in sit voluptate non eiusmod tempor laboris cillum voluptate. Adipisicing veniam cupidatat et esse consequat fugiat est ullamco minim commodo. Irure elit consectetur amet id proident consectetur dolor voluptate ut mollit duis aliquip consequat.

Do in voluptate cillum aliqua nostrud nostrud laboris ullamco tempor qui fugiat voluptate qui. Nisi eu qui ad non adipisicing anim. Sunt consequat ea eu amet cillum. Dolore aute anim proident duis cupidatat. Excepteur exercitation aliquip irure enim aliquip et.

Official source

https://mediaspace.epfl.ch/media/0_dhlegqus

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Related lectures (32)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.