Option Price Modelling project
Designed a multiple-step binomial option pricing model in excel to calculate the theoretical value of an option. Also, Performed an independent valuation using the Black-Scholes model.
Tool
MicroSoft Excel
Designed a multiple-step binomial option pricing model in excel to calculate the theoretical value of an option. Also, Performed an independent valuation using the Black-Scholes model.
MicroSoft Excel