Binomial Approximation Methods for Option Pricing
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Modern option pricing techniques are often considered among the most mathematically complex of all applied areas of finance. Financial analyst has reached a point where they are able to calculate with alarming accuracy, the value of an option. In this book we study binomial approximation methods for European as well as American options. We study options on stocks, with as well as without dividends. We also include a chapter on how to derive Black-Scholes equation from a binomial model. Our study shows how versatile the binomial method is, both from a theoretical and a practical point of view.

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Produktbeschreibung
Modern option pricing techniques are often considered among the most mathematically complex of all applied areas of finance. Financial analyst has reached a point where they are able to calculate with alarming accuracy, the value of an option. In this book we study binomial approximation methods for European as well as American options. We study options on stocks, with as well as without dividends. We also include a chapter on how to derive Black-Scholes equation from a binomial model. Our study shows how versatile the binomial method is, both from a theoretical and a practical point of view.
Autorenporträt
A well-versed academician with around 5 years of experience in research, teaching, industry and administration. He received his B.Sc. from Government College University, Lahore and M.Sc. in Computer Science from University of the Punjab, Lahore and MS in Computational Science from Uppsala University, Sweden.