Question
See if you can apply the binomial model to your selected share option you used for the previous topic. Use a binomial software package to
See if you can apply the binomial model to your selected share option you used for the previous topic. Use a binomial software package to check your option price after - 1 iterations - 10 iterations - 50 iterations - 100 iterations How many iterations are necessary before adding another 10 iterations does not change the option price by more than 0.01?
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An Introduction to Investment Banks, Hedge Funds, and Private Equity
Authors: David P. Stowell
1st edition
978-0123745033, 0123745039, 978-9380931074
