Lecture

Black-Scholes Formula: Risk-neutral Pricing and Option Pricing

In course

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Description

This lecture covers the Black-Scholes formula in financial economics, focusing on risk-neutral pricing and option pricing. The instructor explains the model assumptions, risk-neutrality constraint, and the derivation of the Black-Scholes formula. Topics include implied volatility, option pricing, and pricing by replication.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_cgfogotf

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Ontological neighbourhood

Economics

Microeconomics: Financial economics

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