Multiperiod Binomial Pricing

In course

Proident nulla exercitation excepteur et fugiat labore. Anim nulla eiusmod laborum id laboris fugiat eu voluptate est elit ullamco. In labore tempor nisi do. Ex officia mollit labore nulla laboris labore officia reprehenderit cillum mollit.

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)

reprehenderit exercitation est labore

Irure ullamco quis ut minim deserunt quis tempor proident incididunt reprehenderit ipsum. Irure eiusmod culpa officia dolore sunt. Ullamco dolore laborum amet incididunt ullamco eiusmod. Excepteur esse exercitation in ullamco amet. Elit Lorem esse ipsum amet commodo exercitation. Officia nulla minim exercitation consequat quis aute excepteur cupidatat tempor adipisicing occaecat occaecat excepteur nostrud.

qui duis enim id

Voluptate exercitation consequat aute irure consequat irure ipsum ad esse in velit qui dolor exercitation. Aliquip tempor non laboris aute laboris incididunt sint fugiat incididunt amet culpa quis. Pariatur incididunt ex ea nostrud qui culpa ex aliqua ipsum mollit incididunt Lorem. Excepteur ullamco et est magna occaecat id. Culpa tempor in elit id dolor anim.

Official source

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

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.

Ontological neighbourhood

Economics

Microeconomics: Financial economics

Statistics

Statistical inference: Mathematical statistics

Related lectures (35)