Binomial Tree Option Pricing Part 2: 1-Step Risk-Neutral Probabilities

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  • Опубликовано: 10 ноя 2024

Комментарии • 4

  • @tp5024
    @tp5024 2 месяца назад

    Great video! Definelty looking forward to the rest of this series

    • @MLAlgoTrader
      @MLAlgoTrader  2 месяца назад

      Lol was thinking of discontinuing cuz lack of views..I have two videos ready 2 step European option and two step American. Then I wanted to talk about how to chose u and d and how it converges to Black Scholes formula. Also want to make one on dividends .

    • @tp5024
      @tp5024 2 месяца назад

      @@MLAlgoTrader discontinuing would be a shame, how it converges to Black Scholes sounds like an interesting video to me - hopefully others would think so as well!

    • @MLAlgoTrader
      @MLAlgoTrader  2 месяца назад

      @@tp5024 So I added one on 2-step European. Next will be two step American. Then I will extend to N-step European. Then I will do the BS convergence. I will do those at the minimum. After that I will gauge things. I do think practical videos relating it to real life would be good also.