期权定价是金融工程的核心内容之一，二叉树定价模型则是期权定价的重要数值方 法，在实际中应用广泛。本文首先对二叉树模型进行了推导，然后考虑特定参数的二叉 树定价模型{CRR模型，尝试解释其参数选取的实际含义，证明欧式看涨期权的CRR模型 定价公式收敛于相应的Black-Scholes公式，给出了波动率的选取方法，最后用matlab模拟 了上述收敛过程，并给出了具体的定价例子.

Option pricing is a central part of Financial Engineering, and binomial tree pricing has been widely applied to practice as an important method to price options.In this article we first deduce the binomial pricing model,and then consider a specific binomial model-CRR model，in which we try to show the meaning of the chosen parameters.We will also give a proof for the fact that the CRR pricing formula of European call option will converge to the correspondent Black-Scholes formula. At last we simulate the above convergence with matlab and give an pricing example.