Valuing a Derivative Using a One-Period Binomial Model (2024/25 LI CFA® Exam - Derivatives - M 10)

[@rahultejas6691]

Thank you soo much sir, it's very useful if i see this once and study the understanding is better

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[@ARV8800]

thank you so much sir .

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[@PoIysaccharide]

27:15 why in the end you use c0 = V0 - hS0, aren't we trying to calculate the price for the put option here? Shouldn't it be p0 = V0-hS0?

[@nicholasbarber3600]

It should I noticed that too

[@mahmoudismail3275]

Do you provide classes for CAIA level I?

[@analystprep]

We do not, unfortunately. But you can find all of our courses here: analystprep.com/courses/

[@yuekangning]

hi do you have video links to Module 9: Option Replication Using Put-Call Parity

[@Newreelshare]

Simply Fantastic. Your videos are amazing.

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[@oyindamolazeenat8213]

Thank you so much, this was very helpful

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[@boakyephilip6311]

impressive, thanks a lot. Philip from Uni Freiburg Germany

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