Black-Scholes converted for Binomial Tree
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This model enables you to convert an annualized standard deviation in the Black-Scholes model to get up and down movements in the binomial tree.
Needed inputs:
- Annualized Standard deviation
- Riskless rate
- Dividend yield
- Number of periods each year
- Value of option today
Note: this model is being shared with the authorization of Professor Aswath Damodaran from NYU Stern Business School (www.damodaran.com)
Needed inputs:
- Annualized Standard deviation
- Riskless rate
- Dividend yield
- Number of periods each year
- Value of option today
Note: this model is being shared with the authorization of Professor Aswath Damodaran from NYU Stern Business School (www.damodaran.com)
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