Binomial Option Pricing Model (BOPM) References: Neftci, Chapter 11.6 Cuthbertson & Nitzsche, Chapter 8 1.
0 Portfolio Management 3-228-07 Albert Lee Chun Construction of Portfolios: Markowitz and the Efficient Frontier Session 4 25 Sept 2008.
Combining Individual Securities Into Portfolios (Chapter 4) Individual Security Return and Risk Portfolio Expected Rate of Return Portfolio Variance Combination.
25-1 Option Valuation Chapter 25 Copyright © 2013 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw-Hill/Irwin.
