Скачать или смотреть Binomial option pricing model - call options / Fundamentals of options trading / Lesson 6a

In this tutorial, we explain how the binomial option pricing model works, focusing on call options. Specifically, we follow the replicating portfolio approach to find the price of a call option and discuss the formulas involved as well.

There is a second part of this lesson focusing on the valuation of put options using the binomial option pricing model:
   • Binomial option pricing model  - put optio...  

00:00 Intro
00:28 Setup for call options
01:31 Call option payoffs
03:02 Constructing the replicating portfolio
06:28 Solving for Delta and Bond investment values
08:20 Finding call option price
11:43 Binomial option pricing model formulas - call options

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