Cheng-Few Lee, Joseph E. Finnerty, John C. Lee, Alice C. Lee, Donald H. Wort
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Decision Tree and Microsoft Excel Approach for Option Pricing Model
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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