第7讲 二叉树定价法.pdfVIP

CFA Level Ⅱ: Derivatives 主讲人：Evelyn 高 Contents Ø Pricing and Valuation of Forward Commitments Ø Valuation of Contingent Claims Valuation of Contingent Claims • Binomial Option Valuation Model ü One- Period Binomial Model ü Two- Period Binomial Model ü Interest Rate Options • Black–Scholes–Merton Option Valuation Model • Black Option Valuation Model • Option Greeks and Implied Volatility 二叉树定价法 Binomial Option Valuation Model Valuation of Contingent Claims One-step binomial model • Binomial model ：some value