Binomial Option Pricing Model Decision Tree Approach

Cheng-Few Lee, John Lee, Jow-Ran Chang and Tzu Tai
Additional contact information
Cheng-Few Lee: Rutgers University, Department of Finance
John Lee: Center for PBBEF Research
Jow-Ran Chang: National Tsing Hua University, Department of Quantitative Finance
Tzu Tai: Mezocliq, LLC

Chapter Chapter 25 in Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses, 2016, pp 801-834 from Springer

Abstract: Abstract Microsoft Excel is one of the most powerful and valuable tools available to the business users. The financial industry in New York City has recognized this value. We can see this by going to one of the many job sites on the Internet. Two Internet sites that demonstrate the value of someone who knows Microsoft Excel very well are www.dice.com and www.indeed.com. For both of these Internet sites, search for New York City and VBA, which is Microsoft Excel’s programming language, and you will see many job postings requiring VBA.

Keywords: Binomial OPM; Decision tree; Call option; Put option; Stocks; Bonds; Arbitrage profit; Increase function; Down function; Interest ratio; Bond price; American option; European option; Trinomial tree; Price efficiency (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/978-3-319-38867-0_25

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