About this document
American Binomial Option Pricing in Excel by ShubhamJain is a document available to read on EtoBox.
This document contains information about pricing American and European options using binomial option pricing in Excel. It shows the inputs and formulas to calculate prices for American and European puts and calls. It also examines the convergence of binomial option prices to the Black-Scholes model as the number of time steps (n) increases. A data table is set up to show binomial call prices approaching the Black-Scholes price as n gets larger.
- Author
- ShubhamJain
- Language
- EN