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View Model Detail:

Reference Number : 11
Model Name : Cox-Ross-Rubinstein Model
Classification # : 40501
Level : basic
Version Number : V3
Author : Hanyang Financial Engineering Lab.
Author Affiliation: Hanyang University
Author Email Address: leesb@hanyang.ac.kr
Financial Model Class : equity options
Issuer/Modeler : corporations
File Type: binomial model
Risk Sources: stock price
Risk Distribution : lognormal
Economic Assumption : perfect capital market
Description : numerical example, exercises, and further exercises for "Securities Valuation"


 

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