Pricing Options

A common starting point for estimating the value of an option is the binomial model. Follow the link below to examine the steps involved in solving a one period binomial model.
binomial-model
Reading assignment
Introduction to Black and Scholes
Cox Ross & Rubinstein binomial pricing

Barrier Options
Bermuda options
binary-or-digital-option
black-and-scholes-model
black-s-futures-contract-model
Real options
garman-kohlhagen-currency-model
lookback-options
rainbow-option

Unless otherwise stated, the content of this page is licensed under Creative Commons Attribution-ShareAlike 3.0 License