LevelUp CFA

Pricing and Valuation of Options

🔀 Derivatives - Reading 4

Overall Progress

0 / 6 LOS

describe the binomial option pricing model.

calculate the value of an option using the binomial option pricing model.

describe the Black–Scholes–Merton option pricing model.

describe the assumptions of the Black–Scholes–Merton option pricing model.

calculate the value of an option using the Black–Scholes–Merton option pricing model.

calculate and interpret the option Greeks.