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Derivative Pricing – Binomial Trees EXCEL Example

SKU 00020
$12.99
In stock
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Product Details

About the course

This course consists of an EXCEL file that contains examples option pricing using an alternate binomial trees methodology by Mark Broadie. This alternate application is a more efficient calculation methodology than the traditional approach. The following options are priced:

  • European call option
  • European put option
  • American call option
  • American put option
  • Knock in option
  • Knock out (sudden death) option

Learning Objectives

After taking this course you will be able to:

  • Calculate European call option price using a more efficient binomial trees methodology
  • Extend and update the model easily and efficiently for increased time steps and varying options such as European put, American call and put, and barrier options.

Prerequisites

The candidate should be familiar with basic derivative products, the use of the traditional binomial tree method for option pricing, and be comfortable with basic mathematics, statistics, probability and EXCEL.

Target Audience

This course is for beginners in the finance field and is also aimed at banking, corporate and treasury teams.

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