Valuing an American Option Using Binomial Tree-Derivative Pricing in Excel
from Harbourfront Technologies Hosted by Harbourfront Technologies
We’re going to use the binomial pricing model to value an American equity option. Essentially, the model uses a “discrete-time” model of the varying price over time of the underlying financial instrument. Valuation is performed iteratively, starting at each of the final nodes, and then working backwards through the tree towards the first node. http://tech.harbourfronts.com/derivatives/valuing-american-option-using-binomial-tree-derivative-pricing-excel/
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This episode was published on April 6, 2019.
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