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BUS 316 (3)
Avi Bick (2)


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Business Administration
Course Code
BUS 316
Avi Bick

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The oneperiod model page 1Copyright20002011 by Avi Bick LR1105The oneperiod binomial model the formula Let us use the notationYWWYZWZHWWHZYWe may also use the notation and so forthis the stockWWWprice andis the price of a derivative securityZ Then the binomial formula is as followsYHZZZ111BIN1Vwhereis the future value of 1V Where iscoming from We take it as theof the equat
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