https://gdpark.blog/tags/risk-neutral-pricing/Recent content in Risk-Neutral Pricing on gdpark.blogHugoenMon, 03 Oct 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-05-binomial-model-two-period/Mon, 03 Oct 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-05-binomial-model-two-period/Extending the one-period binomial model to two periods — turns out it’s the same trick applied twice, and the binomial weights just fall right out naturally.