Black-Scholes versus Binomial

Loading...

Sign in or sign up now!
Alert icon
Upgrade to the latest Flash Player for improved playback performance. Upgrade now or more info.
23,698
Loading...
Alert icon
Sign in or sign up now!
Alert icon

Uploaded by on Jun 12, 2008

The world's quickest summary comparison between the two common ways to price an option.

Category:

Education

Tags:

License:

Standard YouTube License

  • likes, 1 dislikes

Link to this comment:

Share to:
see all

All Comments (12)

Sign In or Sign Up now to post a comment!
  • @r29 now i know

  • Nice summary....

  • Isn't interest rate an input? Also why is interest rate an input?

  • @LondonBoy2006 I have exactly the same feeling!

  • you teach this very well, better than my lecturers. watched a few of your vids. I actually don't beleive they knew what they were teaching.

  • Why not need to calculate Delta in two steps binomial tree?

    watch?v=YJls_RgTniw

  • hoping to have a 5.7m showcase for LSM. Thanx for all the phenomenal work!

  • thanks a lot for very understandable description,can you put more examples on both approaches.

  • Nada, haced caso de estas teorias y arruinaos alegremente.

  • do you have binomial and trinomial?

Loading...

Alert icon
0 / 00Unsaved Playlist Return to active list
    1. Your queue is empty. Add videos to your queue using this button:
      or sign in to load a different list.
    Loading...Loading...Saving...
    • Clear all videos from this list
    • Learn more