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Could anyone show me how to get the second row equation from the first row equation please? For each letter, $p$ is the risk-neutral probability in the risk-neutral world, $u$ is the up factor for the stock, and $d$ is the down factor for the stock, S0 is the beginning stock price. The equation is based on a one-step binomial tree model. enter image description here

The textbook referred to is Options, futures, and other derivatives by John Hull 10th. Thank you guys.

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Just expand the term:

\begin{align} \mathrm{E}(S_T) &= pS_o u + (1 - p)S_0 d \\ &= pS_o u - pS_0 d + S_0 d \\ &= pS_o (u - d) + S_0 d \end{align}

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