4. Use risk-neutral valuation methods to solve for the no-arbitrage prices of any derivative in a binomial

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4. Use risk-neutral valuation methods to solve for the no-arbitrage prices of any derivative in a binomial framework and understand why risk-neutral solutions to the valuation problems of derivatives are identical to solutions based on tracking portfolios.

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Financial Markets And Corporate Strategy

ISBN: 9780071157612

2nd Edition

Authors: Mark Grinblatt, Sheridan Titman

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