Binomial Option Pricing (Fixed-Income) - CFA Tutor

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This video shows how to use an excel file that can be used to solve problems related to discrete option pricing and mainly the binomial model. Given input data, the worksheet in this file determines the price of European call or put options on fixed-income securities (i.e. bond) using 3 combinations commonly used in Level II. The file also develops the option price binomial tree.

CFA Exam Level: II

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I had been using MarketXLS. It really works for me just fine.

harzdelf