10) The Multi-step Binomial Model Flashcards

1
Q

How can share prices be represented in a multi-step binomial model

A
How well did you know this?
1
Not at all
2
3
4
5
Perfectly
2
Q

How can the initial call option price be calculated using a multi-step binomial model

A
How well did you know this?
1
Not at all
2
3
4
5
Perfectly
3
Q

How is the mean share price calculated for continuous and discrete models

A
How well did you know this?
1
Not at all
2
3
4
5
Perfectly
4
Q

How is the variance of the return calculated in a continuous mode

A
How well did you know this?
1
Not at all
2
3
4
5
Perfectly