An Example: Pricing a European Put on a Futures Contract

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Получаемые навыки

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Рецензии

4.6 (оценок: 2,183)
  • 5 stars
    75.95%
  • 4 stars
    15.94%
  • 3 stars
    3.57%
  • 2 stars
    1.46%
  • 1 star
    3.06%
AZ
17 июля 2020 г.

A very well designed course! I knew some topics prior to the course and it helped me to strengthen my knowledge on derivative market systematically, particularly on interest rate derivatives

NT
19 янв. 2017 г.

This course is amazing. The structure is very clear and coherent. It is very mathematically focused and the models are interesting. I would always recommend this course to my colleagues.

Из урока
Option Pricing in the Multi-Period Binomial Model
Derivatives pricing in the binomial model including European and American options; handling dividends; pricing forwards and futures; convergence of the binomial model to Black-Scholes.

Преподаватели

  • Placeholder

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Placeholder

    Garud Iyengar

    Professor

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