Mathematical Option Pricing
Learn or refresh Mathematical Option Pricing with a full lecture, practical examples and 5 exercises and solutions.
4.00 (2 reviews)
33
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
Course Gallery
Charts
Students
Price
Rating & Reviews
Enrollment Distribution
Related Topics
4045858
udemy ID
12/05/2021
course created date
29/01/2022
course indexed date
Bot
course submited by