تسعير الأصول المالية بين النظرية و التطبيق : نموذج ثنائي الحد على سهم بنك BNP Paribas

الملخص EN

The size of the trading share and general acceptance of the various financial instruments, including derivatives, makes evaluation of options an important subject of study, the theory of options valuation has important applications in financial management as a tool of hedging against market risks.

This study aimed at applying one of the most important quantitative methods used, Binomial to determine the value of the premium on the call option of BNP Paribas Bank during 7 partial periods as it allows traders to follow the development of prices of financial assets thanks to potential distributions provided by the model