Options Pricing – Pricing American Options – Calls and Puts – Spreadsheet implementation – Binomial trees
2 mins read Pricing American Call Option Assume the same parameters used for pricing for the European call. The adjustment will be made
2 mins read Pricing American Call Option Assume the same parameters used for pricing for the European call. The adjustment will be made
3 mins read European Call Option – Spreadsheet Implementation of Binomial Tree The problem with the traditional method of constructing the binomial tree
2 mins read 1. Derivative and Options pricing Derivatives and options are instruments whose payoffs depend on the movement of underlying assets. The price
28 mins read Complex swaps Key concepts Although the standard swap structures meet the needs of many hedgers and investors, there are occasions
22 mins read Credit derivatives Key concepts Credit derivatives are instruments whose value is derived from that of an underlying bond, loan or
16 mins read Thomas A. Fetherston at the University of Albama put this together at some point in time, possibly for his students