Documents Binomial Option Pricing Model (BOPM) References: Neftci, Chapter 11.6 Cuthbertson & Nitzsche,...

Slide 1Binomial Option Pricing Model (BOPM) References: Neftci, Chapter 11.6 Cuthbertson & Nitzsche, Chapter 8 1 Slide 2 Linear State Pricing A 3-month call option on…

Documents CPQF_Arbeits11

CCeennttrree ffoorr PPrraaccttiiccaall QQuuaannttiittaattiivvee FFiinnaannccee No. 11 Vanna-Volga Pricing Uwe Wystup July 2008 Author: Prof. Dr. Uwe Wystup Frankfurt School…