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Option-Pricing Theory

2               Option-Pricing Theory

2.1            Options

2.1.1         Example: Financial Options

2.2            Synthetic Options: Risk Neutral Valuation

2.3            Rational Properties

2.4            Assumptions for Option Pricing

2.5            Stochastic Processes

2.6            Black-Scholes Option Pricing

2.7            Discrete-time Binomial Process