The OPTIONB.lng Model Binomial Options Pricing View the model Download the model In this model, we assume that a stock can either go up in value from one period to the next with probability PUP, or down with probability (1-PUP). Under this assumption, the log of a stock's return will be binomially distributed. In addition, the symmetric probabilities allow us to build a dynamic programming recursion to determin the options value. Keywords: Black & Scholes | Binomial Option Pricing | Break Even Point | Derivatives | Financial | Option Pricing | Options | Portfolio | Probabilities | Sales | Uncertainty | Accounting | Banking