Lecture

Multiperiod Binomial Pricing

In course

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Description

This lecture covers the concept of multiperiod binomial pricing, explaining recursive algorithms, binomial pricing, examples of put options, setting up different scalings, limit distribution, the Black-Scholes formula, implied volatility, and pricing by replication.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_gwbh5rzs

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Ontological neighbourhood

Economics

Microeconomics: Financial economics

Statistics

Statistical inference: Mathematical statistics

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