Binomial Tree Model for Option Pricing: A Theoretical as well as Practical View
This particular study has been undertaken to implement the Binomial Option Pricing technique using computational software. This has been done with a view to price European as well as American options. Even though most of the option prices are given and available to the users, having a model to price...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English English |
| Published: |
2010
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| Online Access: | https://eprints.nottingham.ac.uk/23547/ |