Date of Submission

Spring 2014

Academic Programs and Concentrations


Project Advisor 1

Greg Landweber

Abstract/Artist's Statement

This project examines stock option financial pricing model in the discrete world. Initially we introduce the concept and definitions that allow us to deliver a simple binomial tree model. By shifting to the continuous world, we understand how to make some changes in the initial model in order to make it better. We then apply those changes, such as accounting for drift, in our second discrete model.

Open Access Agreement

On-Campus only

Creative Commons License

Creative Commons License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 3.0 License.

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