Изучить
Онлайн-степени
Найти карьеру
Для организаций
Для университетов
Обзор
Самые популярные курсы
Войти
Присоединиться бесплатно
List
Directory
Search for:
硕士学位
MasterTracks®
专业证书
专项课程
课程
合作伙伴
授课教师
语言
主题
视频
查询
“集合”
课程评论
视频
Курс: Advanced Topics in Derivative Pricing. Чтобы вернуться, нажмите
здесь
.
Review of the Binomial Model for Option Pricing
The Black-Scholes Model
The Greeks: Delta
The Greeks: Gamma
The Greeks: Vega
The Greeks: Theta
Risk-Management of Derivatives Portfolios: Greeks Approach
Risk-Management of Derivatives Portfolios: Scenario Analysis
Delta-Hedging
Beyond Black-Scholes: Implied Volatility
Beyond Black-Scholes: Volatility Surface
The Volatility Surface in Action
Why is There a Skew?
The Leverage Effect
What the Volatility Surface Tells Us
Deriving the Marginal Risk-Neutral Distribution Using Volatility Surface
Pricing Derivatives Using the Volatility Surface
Example: Digital Option Pricing
Pricing a Range Accrual
Beyond the Volatility Surface and Black-Scholes 1
Beyond the Volatility Surface and Black-Scholes 2
Structured Credit: CDOs and Beyond
The Gaussian Copula Model
Computing the Portfolio Loss Distribution
1-Period CDO Model: Part I
1-Period CDO Model: Part II
Observations from the 1-Period CDO Model
The Mechanics of a “Synthetic” CDO Tranche
Fair Value of Premium & Default Leg
Fair Value of CDO Tranche
Cash and Synthetic CDOs
Pricing and Risk Management of CDO Portfolios
Challenges in Risk Management of Structured Credit Portfolios
A Brief Aside on Copulas
CDO-Squared's and Beyond
Real Options
Valuation of Natural Gas and Electricity Related Options 1
Valuation of Natural Gas and Electricity Related Options 2
Real Options in Excel