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Issued on January 01 1970 par



Other articles
- Pricing Models -
Binomial Model: Let's price with it ! ( The Revenge 2)
Odd or even ? Parity of the number of periods is of a great importance in estimating option value using the binomial model!
- Pricing Models -
Trinomial Model: - American Style Issue-
Modifications to price american style option using trinomial model are small.
- Pricing Models -
Binomial Model : Let's price with it !
A simple way to price an european style option is to use the binomial model on a spreadsheet.
- Pricing Models -
Binomial Model : simplest option pricing model
The binomial model is the simplest way to price an option.
- Hedging -
Gamma Hedging Principles
Gamma hedging is a way to hedge delta variations.
- Hedging -
Delta Hedging : A first Attempt
Option Price moves with the underlying. To hedge this risk, it's necessary to find a way in order to erase its correlation with that one.