<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Call Options on gdpark.blog</title><link>https://gdpark.blog/tags/call-options/</link><description>Recent content in Call Options on gdpark.blog</description><generator>Hugo</generator><language>en</language><lastBuildDate>Mon, 03 Oct 2016 00:00:00 +0000</lastBuildDate><atom:link href="https://gdpark.blog/tags/call-options/index.xml" rel="self" type="application/rss+xml"/><item><title>Binomial Model: Two Period [Financial Engineering Programming #5]</title><link>https://gdpark.blog/posts/financial-engineering-05-binomial-model-two-period/</link><pubDate>Mon, 03 Oct 2016 00:00:00 +0000</pubDate><guid>https://gdpark.blog/posts/financial-engineering-05-binomial-model-two-period/</guid><description>We crank through the two-period binomial model one step at a time, build up the call price formula, and peek at how it naturally generalizes to n periods — heh heh.</description></item></channel></rss>