Cheng-Few Lee, Joseph E. Finnerty, John C. Lee, Alice C. Lee, Donald H. Wort
{"title":"Decision Tree and Microsoft Excel Approach for Option Pricing Model","authors":"Cheng-Few Lee, Joseph E. Finnerty, John C. Lee, Alice C. Lee, Donald H. Wort","doi":"10.1142/9789814343589_0018","DOIUrl":null,"url":null,"abstract":"AbstractThe following sections are included:Call and Put OptionsOne-Period Option Pricing ModelTwo-Period Option Pricing ModelUsing Microsoft Excel to Create the Binomial Option TreesBlack–Scholes Option Pricing ModelRelationship between the Binomial Option Pricing Model and the Black–Scholes Option Pricing ModelDecision Tree Black–Scholes CalculationSummaryQuestions and ProblemsAppendex 18A: Excel VBA Code — Binomial Option Pricing ModelBibliography","PeriodicalId":188545,"journal":{"name":"Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning","volume":"44 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/9789814343589_0018","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
AbstractThe following sections are included:Call and Put OptionsOne-Period Option Pricing ModelTwo-Period Option Pricing ModelUsing Microsoft Excel to Create the Binomial Option TreesBlack–Scholes Option Pricing ModelRelationship between the Binomial Option Pricing Model and the Black–Scholes Option Pricing ModelDecision Tree Black–Scholes CalculationSummaryQuestions and ProblemsAppendex 18A: Excel VBA Code — Binomial Option Pricing ModelBibliography
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