The 1-Period Binomial Model

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From the course by Columbia University
Financial Engineering and Risk Management Part I
1103 ratings
Columbia University

Financial Engineering and Risk Management Part I

1103 ratings
From the lesson
Introduction to Derivative Securities
The mechanics of forwards, futures, swaps and options. Option pricing in the 1-period binomial model.

Meet the Instructors

  • Martin Haugh
    Martin Haugh
    Co-Director, Center for Financial Engineering
    Industrial Engineering & Operations Research
  • Garud Iyengar
    Garud Iyengar
    Professor
    Industrial Engineering and Operations Research Department