Las ideas básicas de la valoración de opciones a través del modelo binomial

Abstract

Even though the study of mathematical models used in the pricing of financial options requires a good background in continuous stochastic processes and stochastic differential equations, the basic ideas behind these models can be discussed using a simpler discrete representation with minimal requirements from probability distribution theory. In this case, the models are representing reality and as such, they are aproximation, abstracting out some of the observed features which are not so important, to point out other aspects that are cosidered important.