Can I read Edition Don Chance and Robert Brooks Technical Note: Derivation of Up Probability Converging To 50 Percent, Ch. 4, P. 117 on EtoBox?

Edition Don Chance and Robert Brooks Technical Note: Derivation of Up Probability Converging To 50 Percent, Ch. 4, P. 117 by sidhantha is a document available to read on EtoBox.

What is Edition Don Chance and Robert Brooks Technical Note: Derivation of Up Probability Converging To 50 Percent, Ch. 4, P. 117 about?

This technical note supports the material in the alternative Specifications of the Binomial Model section of Chapter 4 Option Pricing Models: The Binomial Model. The objective here is to provide more details on the alternative specification. This convergence is a useful property for some applications, particularly interest rate options.

Author

sidhantha

Language

EN