Binomial Tree Model for Option Pricing: A Theoretical as well as Practical View

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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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Bibliographic Details
Main Author:	Gupta, Devika
Format:	Dissertation (University of Nottingham only)
Language:	English English
Published:	2010
Online Access:	https://eprints.nottingham.ac.uk/23547/

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