19. Black-Scholes Formula, Risk-neutral Valuation
237.3 هزار بار بازدید -
10 سال پیش
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MIT 18.S096 Topics in Mathematics
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: ocw.mit.edu/18-S096F13
Instructor: Vasily Strela
This is a lecture on risk-neutral pricing, featuring the Black-Scholes formula and risk-neutral valuation.
License: Creative Commons BY-NC-SA
More information at ocw.mit.edu/terms
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10 سال پیش
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