CFA L1 Deriviatives: One-Period Binomial Model

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Last updated 3:14 AM on 3/25/26
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5 Terms

1
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Value of derivative given hedge ratio, stock price, and price of the call at time t=0

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2
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Hedge ratio formula

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3
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Value of derivative given hedge ratio, stock price, and price of the call at time t

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4
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Risk-neutral probability formula

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5
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Call option formula given risk neutral probability and rates