This lecture covers options pricing by multi period binomial model.

## 1 The multi-period binomial model

Excel spreadsheet: BinomialModel_Public.xlsx

## 2 What’s going on?

## 3 Pricing American options

## 4 Replicating strategies

## 5 Including dividends

## 6 Pricing forwards and futures

## 7 The Black-Sholes model

## 8 An Example: Pricing a European Put on a Futures Contract

## Course Posts: