Derivative Pricing using Binomial Trees

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Course Title

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Derivative Pricing – Binomial Trees – Efficient Approach
Derivative Pricing – Binomial Trees

EXCEL Example

Derivative Products
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Pricing IRS – Module I – Term Structures

EXCEL Example

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Pricing IRS – Module II – IRS and CCS

EXCEL Example

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Pricing Interest Rate Options – Module III EXCEL Example
Derivatives Terminology Crash Course

Course Contents

Derivative Pricing

1.           Relative Pricing, Risk Neutral Probabilities and the Risk Free Rate
2.           Binomial Option Pricing
3.           Spreadsheet Implementation of the Two-Dimensional Binomial Tree

    i.            European Call Option
    ii.           European Put Option
    iii.          American Call Option
    iv.          American Put Option
    v.           Capped Calls with Automatic Exercise
    vi.          Down-and-out call options
    vii.         Down-and-in call options

Number of pages

14

File Size

848 KB

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Options pricing with Binomial trees in Excel spreadsheets