Stochastic Simulation: Variance Reduction Techniques

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (32)

Page 1 of 4

Financial Market Models: Arbitrage and Completeness

Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.

Options in Corporate Finance

Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.

The Binomial Model

Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.

Black-Scholes-Merton Model

Covers the Black-Scholes-Merton model, stock dynamics, option pricing, and replicating strategies.

The Black-Scholes-Merton Model

Covers the Black-Scholes-Merton model, dynamics, self-financing strategies, and the PDE.

Applications: Markov Models and Pricing

Explores applications of Markov models in finance, focusing on pricing derivatives and risk-neutralization.

Principles of Finance: Options in Corporate Finance

Explores options in corporate finance, covering graphical representations, option pricing, call-put parity, early exercise, and volatility estimation.

Introduction to Derivatives

Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.

American Options: Pricing and Strategies

Explores American options, including pricing methods, exercise boundaries, and replicating strategies.

Financial Innovation: Implied Volatility

Delves into implied volatility, historical volatility, option pricing implications, and various volatility models in financial innovation.