Originally published: 20/06/2016 09:03
Publication number: ELQ-96236-1
View all versions & Certificate
Publication number: ELQ-96236-1
View all versions & Certificate
Black-Scholes converted for Binomial Tree
Converts the standard deviation input in the Black-Scholes model to up and down movements in the binomial tree.
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Further information
The objective of this model is to get the following outputs:
- Value of options one, two, three, four and five periods from now
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