Question: build a 15-period binomial model whose parameters should be calibrated to a Black-Scholes geometric Brownian motion model with: T = . 25 years, S_{0} =

build a 15-period binomial model whose parameters should be calibrated to a Black-Scholes geometric Brownian motion model with: T = . 25 years, S_{0} = 100, r=2%, =30%, and a dividend yield of c=1%.Compute the fair value of an American call option with strike K = 110 and maturity n = 10 periods where the option is written on a futures contract that expires after 15 periods

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2. The purpose of the acquisition of the information.

1. What is the meaning of the information we are collecting?