Binomial Option Pricing Model

There appears to be a decent article on option pricing. If you are new to this, I would recommend this to learn about the binomial option pricing model. Here is a description of what a binomial option is:

What Is the Binomial Option Pricing Model?

The binomial option pricing model is a risk-free method for estimating the value of path-dependent alternatives. With this model, investors can determine how likely they are to buy or sell at a given price in the future. According to this model, the current option value is equal to the present value of the probability-weighted future payoffs of the investment.

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https://www.simplilearn.com/binomial-option-pricing-model-article

Pricing & hedging vanilla interest rate options with SABR LMM

As complicated as you want to make it, quant brings up some interesting concepts on pricing and hedging. Who would delve into this must be a PhD in math? There was a complicated answer that goes with it of course.

https://quant.stackexchange.com/questions/71185/pricing-hedging-vanilla-interest-rate-options-with-sabr-lmm

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Use of markov chain process in option pricing

Another advanced quant topic to a question about future pricing about Markov chains. Here is an intelligent answer:

Here was the answer:

The Markov property dictates that the future states of a stochastic process only depend on its current state, not any previous states. In a discrete setting, this can be written as:

https://quant.stackexchange.com/questions/71076/use-of-markov-process-in-option-pricing

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