刘同学2020-02-26 21:33:30
Asume that a stock's price over the next two periods is as shown below. The initial value of the stock is $200. The probability of an up move in any given period is 30%, and the probability of a down move in any given period is 70%. Using the binomial model, the probability that the stock's price will be $201.20 at the end of two periods is closest to 老师,这个题怎么和二项式联系,麻烦再讲讲
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Evian, CFA2020-02-27 16:57:04
刘同学你好,
可以将题目的信息表示为二叉树的样子,便于解题。
这里有个类似的题目,三期二叉树,是其他同学提问比较多的一个题目,你可以抽空看看。
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那个会,哈哈


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