Mathematical Option Pricing
Learn or refresh Mathematical Option Pricing with a full lecture, practical examples and 5 exercises and solutions.
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32
students
3.5 hours
content
Aug 2021
last update
$19.99
regular price
What you will learn
Black Scholes Assumptions
Risk Neutral Probability
Derive the Price of a Call or Put Option
Vanilla Markets and the Volatility
Derive the Stock Process and Calculate the Forward
Black Scholes Equation
Derive the Local Volatility
Price a Barrier Option
Reflection Principle
Derive the Ornstein Uhlenbeck Process
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Related Topics
4045858
udemy ID
5/13/2021
course created date
1/29/2022
course indexed date
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