one-step-binomial

  1. Nicole Seaman

    P1.T4.811. Two-step binomial models (Hull Ch.13)

    Learning objectives: Calculate the value of an American and a European call or put option using a one-step and two-step binomial model. Describe how volatility is captured in the binomial model. Questions: 811.1 Consider a six-month at-the-money (ATM) European call option on a...
    • Nicole Seaman
    • Thread
    • american-call-option american-put-option european-call-option european-put-option one-step-binomial two-step-binomial volatility
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    • Forum: FRM® Practice Questions
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