https://gdpark.blog/tags/one-period-model/Recent content in One-Period-Model on gdpark.blogHugoenMon, 03 Oct 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-04-binomial-model-one-period/Mon, 03 Oct 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-04-binomial-model-one-period/The one-period binomial model in a nutshell — stock goes up or down, we build a risk-free portfolio, and derive the hedge ratio Δ and call option price.